Spectral and graph-theoretic bounds on steady-state-probability estimation performance for an ergodic Markov chain

DOI10.1016/J.JFRANKLIN.2011.07.010zbMATH Open1274.62552OpenAlexW2127240422MaRDI QIDQ430187FDOQ430187

Authors: Mengran Xue, Sandip Roy 

Publication date: 21 June 2012

Published in: Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jfranklin.2011.07.010

Recommendations

• Geometric Approaches to the Estimation of the Spectral Gap of Reversible Markov Chains
• Iterative component-wise bounds for the steady-state distribution of a Markov chain.
• Refinable bounds for large Markov chains
• Geometric bounds for eigenvalues of Markov chains
• Simple bounds on the convergence rate of an ergodic Markov chain

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stochastic matrices (15B51)

Cites Work

• A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
• Inference in hidden Markov models.
• Monte Carlo sampling methods using Markov chains and their applications
• Statistical Inference about Markov Chains
• On the Markov chain central limit theorem
• Statistical Inference for Probabilistic Functions of Finite State Markov Chains
• Asymptotic distribution of smoothed eigenvalue density. II. Wigner random matrices
• Geometric bounds for eigenvalues of Markov chains
• Markov Chains
• Title not available (Why is that?)
• Title not available (Why is that?)
• Strong Consistency of the Variance Estimator in Steady-State Simulation Output Analysis
• New directions in nonlinear observer design. International workshop, Geiranger Fjord, Norway, June 24--26, 1999
• On controllability with respect to the expectation of discrete time jump linear systems
• Principal eigenvectors of irregular graphs
• State and unknown input estimation for discrete time multiple model
• On nonlinear discrete-time systems driven by Markov chains
• Opportunistic spectrum access in unslotted primary systems
• Fastest Mixing Markov Chain on a Graph
• Topology identification and adaptive synchronization of uncertain complex networks with non-derivative and derivative coupling
• Stochastic fault tolerant control of networked control systems
• Bias and variance approximation in value function estimates
• On the structure of stochastic matrices with a subdominant eigenvalue near 1
• Estimating the second largest eigenvalue of a Markov transition matrix
• State estimation for partially observed Markov chains
• Basecalling using hidden Markov models
• A comparison of some bounds for the nontrivial eigenvalues of stochastic matrices
• Static decentralized control of a single-integrator network with Markovian sensing topology
• Initial-condition estimation in network synchronization processes: algebraic and graphical processes: algebraic and graphical characterizations of the estimator
• The impact of multi-group multi-layer network structure on the performance of distributed consensus building strategies
• Maximum likelihood estimation for multivariate observations of Markov sources
• Sensitivity of the Stationary Distribution of a Markov Chain
• Stochastic sampling algorithms for state estimation of jump Markov linear systems
• Title not available (Why is that?)

Cited In (1)

• State detection from local measurements in network synchronisation processes

This page was built for publication: Spectral and graph-theoretic bounds on steady-state-probability estimation performance for an ergodic Markov chain

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q430187)