Simple conditions for metastability of continuous Markov chains.
Oren MangoubiNatesh S. PillaiAaron SmithPublished in: J. Appl. Probab. (2021)
Keyphrases
- markov chain
- steady state
- finite state
- markov processes
- random walk
- state space
- markov process
- stochastic process
- markov model
- monte carlo
- transition probabilities
- assemble to order systems
- monte carlo simulation
- hidden markov models
- monte carlo method
- probabilistic automata
- sufficient conditions
- stationary distribution
- sample path
- transition matrix
- ranking algorithm
- least squares
- objective function