Entropy of killed-resurrected stationary Markov chains.
Servet MartínezPublished in: J. Appl. Probab. (2021)
Keyphrases
- markov chain
- finite state
- transition probabilities
- non stationary
- steady state
- markov process
- monte carlo
- state space
- probabilistic automata
- random walk
- monte carlo simulation
- information theory
- information theoretic
- markov processes
- stochastic process
- stationary distribution
- monte carlo method
- markov model
- relative entropy
- mutual information
- confidence intervals
- kullback leibler divergence
- single server
- sample path
- transition matrix