Variance and Covariance of Several Simultaneous Outputs of a Markov Chain.

Published in: Discret. Math. Theor. Comput. Sci. (2016)

Keyphrases

markov chain
covariance matrix
steady state
finite state
monte carlo method
transition probabilities
markov process
state space
random walk
stochastic process
monte carlo
monte carlo simulation
stationary distribution
transition matrix
markov model
markov chain monte carlo
pairwise
support vector
machine learning