Markov chains with discontinuous drifts have differential inclusion limits.
Nicolas GastBruno GaujalPublished in: Perform. Evaluation (2012)
Keyphrases
- markov chain
- steady state
- finite state
- transition probabilities
- markov process
- random walk
- stationary distribution
- monte carlo
- monte carlo simulation
- markov processes
- markov model
- state space
- stochastic process
- monte carlo method
- transition matrix
- concept drift
- sample path
- objective function
- confidence intervals
- markov models
- machine learning
- probabilistic automata