On confidence intervals from simulation of finite Markov chains.
Apostolos BurnetasMichael N. KatehakisPublished in: Math. Methods Oper. Res. (1997)
Keyphrases
- confidence intervals
- markov chain
- stochastic systems
- monte carlo method
- steady state
- monte carlo
- random walk
- sample path
- finite state
- markov processes
- transition probabilities
- state space
- sample size
- stationary distribution
- markov model
- probabilistic automata
- transition matrix
- data mining
- stopping rules
- variance reduction
- test set
- special case
- web pages