The Monte Carlo computation error of transition probabilities

DOI10.1016/J.SPL.2016.06.011zbMath1353.60070OpenAlexW2467674425MaRDI QIDQ312118

Adam Nielsen

Publication date: 13 September 2016

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2016.06.011

zbMATH Keywords

Monte Carlo methodsMarkov operatorcomputation errormeasurable state spacereversible Markov chain

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items (1)

Learning Koopman eigenfunctions of stochastic diffusions with optimal importance sampling and ISOKANN

Cites Work

• Rates of convergence for everywhere-positive Markov chains
• Markov Chains and Stochastic Stability
• Stochastic Processes and Applications
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: The Monte Carlo computation error of transition probabilities