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Mixing time estimation in reversible Markov chains from a single sample path.
Daniel J. Hsu
Aryeh Kontorovich
David A. Levin
Yuval Peres
Csaba Szepesvári
Published in:
CoRR (2017)
Keyphrases
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markov chain
sample path
steady state
finite state
importance sampling
transition probabilities
monte carlo
markov process
markov model
random walk
stationary distribution
stochastic process
state space
markov processes
asymptotic analysis
large deviations