Computing Moments of First Passage Times to a Subset of States in Markov Chains.
Tugrul DayarNail AkarPublished in: SIAM J. Matrix Anal. Appl. (2005)
Keyphrases
- markov chain
- transition probabilities
- transition matrix
- steady state
- monte carlo
- state transition
- finite state
- state space
- random walk
- stochastic process
- markov model
- stationary distribution
- markov process
- markov processes
- monte carlo method
- monte carlo simulation
- markov models
- initial state
- probabilistic automata
- markov random field
- sample path
- feature selection