Ergodic Theory for Controlled Markov Chains with Stationary Inputs.
Yue ChenAna BusicSean P. MeynPublished in: CoRR (2016)
Keyphrases
- markov chain
- steady state
- markov process
- stationary distribution
- finite state
- monte carlo
- random walk
- stochastic process
- monte carlo method
- markov model
- state space
- transition probabilities
- monte carlo simulation
- markov processes
- transition matrix
- probabilistic automata
- queueing theory
- non stationary
- sample size
- assemble to order systems