Large deviation theorems for empirical types of Markov chains constrained to thin sets.
Paul H. AlgoetBrian H. MarcusPublished in: IEEE Trans. Inf. Theory (1992)
Keyphrases
- markov chain
- large deviations
- markov processes
- importance sampling
- steady state
- transition probabilities
- markov process
- state dependent
- finite state
- stochastic process
- confidence intervals
- monte carlo
- markov model
- state space
- stationary distribution
- queue length
- queueing systems
- random walk
- random fields
- learning theory
- markov chain monte carlo
- machine learning
- heavy tailed
- probabilistic model