Uniform Random Number Generation From Markov Chains: Non-Asymptotic and Asymptotic Analyses.
Masahito HayashiShun WatanabePublished in: IEEE Trans. Inf. Theory (2016)
Keyphrases
- markov chain
- random number
- random numbers
- steady state
- random number generator
- finite state
- markov processes
- stochastic process
- state space
- random walk
- monte carlo
- markov process
- monte carlo method
- stationary distribution
- random number generators
- transition probabilities
- probabilistic automata
- confidence intervals
- pseudorandom
- assemble to order systems
- markov model
- variance reduction
- finite automata
- uniformly distributed
- transition matrix
- markov decision processes
- probability distribution
- bayesian networks