On the Lyapunov Foster Criterion and Poincaré Inequality for Reversible Markov Chains.
Amirhossein TaghvaeiPrashant G. MehtaPublished in: IEEE Trans. Autom. Control. (2022)
Keyphrases
- markov chain
- steady state
- finite state
- transition probabilities
- random walk
- state space
- markov process
- monte carlo method
- markov model
- monte carlo
- stochastic process
- monte carlo simulation
- stationary distribution
- dynamical systems
- sufficient conditions
- markov processes
- transition matrix
- pattern matching
- feature selection
- finite dimensional
- sample path
- algo rithm