The Poisson equation for reversible Markov chains: Analysis and application to Markov chain samplers.
Randy CogillErik VargoPublished in: CDC (2012)
Keyphrases
- markov chain
- steady state
- finite state
- transition probabilities
- monte carlo
- markov process
- state space
- stochastic process
- markov chain monte carlo
- stationary distribution
- random walk
- monte carlo method
- markov model
- monte carlo simulation
- markov processes
- gibbs sampler
- transition matrix
- boundary conditions
- poisson equation