Aggregation and Truncation of Reversible Markov Chains Modulo State Renaming.
Andrea MarinSabina RossiPublished in: ASMTA (2017)
Keyphrases
- markov chain
- transition probabilities
- state space
- steady state
- finite state
- markov process
- random walk
- stationary distribution
- monte carlo simulation
- monte carlo
- markov model
- state transition
- monte carlo method
- stochastic process
- markov processes
- transition matrix
- sample path
- probabilistic automata
- dynamic programming
- confidence intervals
- hidden markov models