Bounds are given for an irreducible Markov chain on the probability that the time average of a functional on the state space exceeds its stationary expectation, without assuming reversibility. The bounds are in terms of the singular values of the discrete generator. แฎ 1998 Academic Press The probab
โฆ LIBER โฆ
Comparative statics for markov chains
โ Scribed by John Conlisk
- Publisher
- Elsevier Science
- Year
- 1985
- Tongue
- English
- Weight
- 711 KB
- Volume
- 9
- Category
- Article
- ISSN
- 0165-1889
No coin nor oath required. For personal study only.
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