Hoeffding's Inequality for Markov Chains under Generalized Concentrability Condition.
Hao ChenAbhishek GuptaYin SunNess B. ShroffPublished in: CoRR (2023)
Keyphrases
- markov chain
- steady state
- finite state
- transition probabilities
- markov model
- monte carlo
- monte carlo simulation
- monte carlo method
- stationary distribution
- stochastic process
- state space
- markov process
- markov processes
- probabilistic automata
- random walk
- sufficient conditions
- transition matrix
- markov models
- relative entropy
- sample path
- dynamic programming
- assemble to order systems