A unified stability theory for classical and monotone Markov chains.
Takashi KamihigashiJohn StachurskiPublished in: J. Appl. Probab. (2019)
Keyphrases
- markov chain
- steady state
- finite state
- transition probabilities
- state space
- markov model
- stochastic process
- monte carlo
- markov processes
- random walk
- markov process
- monte carlo method
- probabilistic automata
- monte carlo simulation
- stationary distribution
- transition matrix
- finite automata
- upper bound
- probabilistic model
- sample path
- random numbers
- machine learning