Bounding the lumping error in Markov chain dynamics.
Karl-Heinz HoffmannPeter SalamonPublished in: Appl. Math. Lett. (2009)
Keyphrases
- markov chain
- steady state
- markov process
- finite state
- transition probabilities
- monte carlo simulation
- stationary distribution
- monte carlo
- random walk
- state space
- markov model
- transition matrix
- stochastic process
- monte carlo method
- upper bound
- markov chain monte carlo
- machine learning
- gibbs sampler
- state transition
- queueing networks
- algo rithm