Symmetry Analysis of Reversible Markov Chains.
Stephen P. BoydPersi DiaconisPablo A. ParriloLin XiaoPublished in: Internet Math. (2005)
Keyphrases
- markov chain
- steady state
- finite state
- monte carlo
- monte carlo simulation
- state space
- monte carlo method
- transition probabilities
- markov processes
- stochastic process
- stationary distribution
- markov model
- probabilistic automata
- transition matrix
- learning algorithm
- confidence intervals
- random walk
- probability distribution