Open Markov Chains: Cumulant Dynamics, Fluctuations and Correlations.
Raul Salgado-GarciaPublished in: Entropy (2021)
Keyphrases
- markov chain
- steady state
- finite state
- monte carlo
- transition probabilities
- markov model
- markov processes
- monte carlo method
- markov process
- random walk
- stochastic process
- state space
- stationary distribution
- monte carlo simulation
- transition matrix
- sample path
- assemble to order systems
- confidence intervals
- non stationary
- probabilistic automata
- maximum entropy
- random numbers
- higher order