On geometric and algebraic transience for block-structured Markov chains.
Yuanyuan LiuWendi LiXiuqin LiPublished in: J. Appl. Probab. (2020)
Keyphrases
- markov chain
- steady state
- finite state
- transition probabilities
- markov model
- monte carlo
- stationary distribution
- markov processes
- state space
- monte carlo method
- monte carlo simulation
- markov process
- stochastic process
- random walk
- transition matrix
- probabilistic automata
- higher order
- sample path
- learning algorithm
- assemble to order systems
- confidence intervals
- query language