Achieving limiting distributions for Markov chains using back buttons.
Andrey FeuervergerJeffrey S. RosenthalPublished in: Stat. Comput. (2004)
Keyphrases
- markov chain
- transition probabilities
- steady state
- finite state
- monte carlo simulation
- monte carlo
- random walk
- confidence intervals
- stochastic process
- stationary distribution
- markov processes
- probability distribution
- state space
- markov process
- markov model
- monte carlo method
- markov models
- hidden markov models
- probabilistic automata
- random variables
- assemble to order systems