Chernoff-Hoeffding Bounds for Markov Chains: Generalized and Simplified.
Kai-Min ChungHenry LamZhenming LiuMichael MitzenmacherPublished in: STACS (2012)
Keyphrases
- markov chain
- steady state
- finite state
- random walk
- transition probabilities
- stochastic process
- probabilistic automata
- markov model
- upper bound
- monte carlo method
- markov process
- stationary distribution
- state space
- monte carlo simulation
- monte carlo
- lower bound
- markov processes
- relative entropy
- transition matrix
- assemble to order systems
- worst case
- information theory
- maximum entropy