搜索结果: 1-5 共查到“管理科学与工程 Markov chains”相关记录5条 . 查询时间(0.156 秒)
We show how to use subgroups of the symmetry group of a reversible Markov chain to give useful bounds on eigenvalues and their multiplicity. We supplement classical representation theoretic tools invo...
Tightness for Non-irreducible Markov Chains
Markov chains stochastic stability tightness Lyapunov functions
2015/7/8
In this paper we develop Foster-type criteria guaranteeing tightness for Markov chains which are not necessarily irreducible. The results include criteria for both tightness of the marginal distributi...
Estimation of Stationary Densities for Markov Chains
Estimation Stationary Densities Markov Chains
2015/7/8
We describe a new estimator of the stationary density of a Markov chain on general state space. The new estimator is easier to compute, converges faster, and empirically gives visually superior estima...
Computing Densities for Markov Chains via Simulation
Markov chain density estimator simulation
2015/7/8
We introduce a new class of density estimators, termed look-ahead density estimators, for performance measures associated with a Markov chain. Look-ahead density estimators are given for both transien...
Hoeffding’s Inequality for Uniformly Recurrent Markov Chains
Hoeffding's inequality Markov chains Large deviations
2015/7/8
We provide a generalization of Hoeffding’s inequality to partial sums that are derived from a uniformly ergodic Markov chain. Our exponential inequality on the deviation of these sums from their expec...