On the invariance principle for reversible Markov chains.

Magda Peligrad Sergey Utev

Published in: J. Appl. Probab. (2016)

Keyphrases

markov chain
finite state
steady state
transition probabilities
markov model
monte carlo
markov process
markov processes
random walk
stationary distribution
monte carlo method
state space
monte carlo simulation
stochastic process
sample path
transition matrix
probabilistic automata