Computation of Invariant Measures and Stationary Expectations for Markov Chains with Block-Band Transition Matrix.
Hendrik BaumannThomas HanschkePublished in: J. Appl. Math. (2020)
Keyphrases
- transition matrix
- markov chain
- steady state
- transition probabilities
- finite state
- markov process
- markov model
- stochastic process
- state space
- random walk
- monte carlo method
- markov processes
- stationary distribution
- assemble to order systems
- machine learning
- monte carlo
- directed graph
- non stationary
- search algorithm
- markov decision process
- confidence intervals
- probabilistic model
- probabilistic automata