Convergence Rates for Markov Chains.

Jeffrey S. Rosenthal

Published in: SIAM Rev. (1995)

Keyphrases

markov chain
convergence rate
steady state
finite state
learning rate
transition probabilities
stationary distribution
monte carlo
state space
stochastic process
random walk
markov process
markov model
markov processes
primal dual
global convergence
sample path
search algorithm
numerical stability
policy iteration