Mathematical Aspects of Mixing Times in Markov Chains.
Ravi MontenegroPrasad TetaliPublished in: Found. Trends Theor. Comput. Sci. (2005)
Keyphrases
- markov chain
- steady state
- finite state
- stochastic process
- monte carlo
- transition probabilities
- markov process
- markov processes
- monte carlo method
- random walk
- markov model
- transition matrix
- sample path
- state space
- probabilistic automata
- stationary distribution
- monte carlo simulation
- learning algorithm
- confidence intervals
- covariance matrix
- machine learning
- assemble to order systems