Quick aggregation of Markov chain functionals via stochastic complementation.
Kutluyil DogançayVikram KrishnamurthyPublished in: ICASSP (1997)
Keyphrases
- markov chain
- stochastic process
- monte carlo
- markov processes
- sample path
- steady state
- monte carlo method
- finite state
- state transition
- markov process
- random walk
- state space
- transition probabilities
- monte carlo simulation
- stationary distribution
- markov model
- transition matrix
- higher order
- special case
- gibbs sampling
- support vector