Testing Symmetric Markov Chains From a Single Trajectory.
Constantinos DaskalakisNishanth DikkalaNick GravinPublished in: COLT (2018)
Keyphrases
- markov chain
- steady state
- finite state
- markov processes
- markov process
- stationary distribution
- transition probabilities
- monte carlo method
- random walk
- markov model
- probabilistic automata
- state space
- monte carlo
- stochastic process
- transition matrix
- finite automata
- confidence intervals
- monte carlo simulation
- queueing theory
- sample path
- non stationary
- hidden markov models
- objective function