Statistical Windows in Testing for the Initial Distribution of a Reversible Markov Chain.
Quentin BerthetVarun KanadePublished in: CoRR (2018)
Keyphrases
- markov chain
- confidence intervals
- transition probabilities
- stationary distribution
- steady state
- finite state
- markov model
- monte carlo
- product form
- markov process
- state space
- monte carlo method
- random walk
- stochastic process
- transition matrix
- monte carlo simulation
- random variables
- maximum entropy
- statistical methods
- optimal policy