An Extremal Inequality for Long Markov Chains.
Thomas A. CourtadeJiantao JiaoPublished in: CoRR (2014)
Keyphrases
- markov chain
- steady state
- transition probabilities
- finite state
- monte carlo
- random walk
- markov process
- probabilistic automata
- markov model
- stochastic process
- monte carlo method
- monte carlo simulation
- stationary distribution
- state space
- markov processes
- confidence intervals
- finite automata
- transition matrix
- sample path
- information theoretic