Rényi Divergence rates of Ergodic Markov Chains: existence, explicit expressions and properties.
Valérie GirardinPhilippe RegnaultPublished in: ISIT (2020)
Keyphrases
- markov chain
- steady state
- explicit expressions
- stationary distribution
- markov process
- finite state
- transition probabilities
- monte carlo
- monte carlo method
- markov processes
- monte carlo simulation
- random walk
- stochastic process
- markov model
- state space
- queue length
- sample path
- confidence intervals
- queueing networks
- relative entropy
- transition matrix