Occupancy distributions in Markov chains via Doeblin's ergodicity coefficient
Stephen ChestnutManuel E. LladserPublished in: CoRR (2010)
Keyphrases
- markov chain
- transition probabilities
- stationary distribution
- markov process
- steady state
- finite state
- stochastic process
- monte carlo
- monte carlo method
- state space
- confidence intervals
- markov model
- markov processes
- random walk
- monte carlo simulation
- probability distribution
- large deviations
- probabilistic automata
- single server
- random variables
- transition matrix
- kullback leibler divergence
- queue length
- search algorithm
- learning algorithm