Strong and weak stochastic bounds for multidimensional Markov chains.
Hind Castel-TalebNihal PekerginPublished in: Int. J. Crit. Comput. Based Syst. (2014)
Keyphrases
- markov chain
- markov processes
- stochastic process
- monte carlo
- probabilistic automata
- steady state
- sample path
- transition probabilities
- finite state
- markov model
- monte carlo method
- random walk
- monte carlo simulation
- markov process
- stationary distribution
- transition matrix
- upper bound
- state space
- finite automata
- large deviations
- variance reduction
- stochastic processes
- stochastic model
- assemble to order systems
- relative entropy
- worst case