Estimating Convergence of Markov chains with L-Lag Couplings.

Niloy Biswas Pierre E. Jacob Paul Vanetti

Published in: NeurIPS (2019)

Keyphrases

markov chain
steady state
transition probabilities
finite state
monte carlo
markov process
monte carlo method
state space
random walk
stochastic process
markov processes
stationary distribution
markov model
transition matrix
sample path
probabilistic automata
assemble to order systems
queueing theory
single server