Empirical Convergence Rate of a Markov Transition Matrix
نویسندگان
چکیده
منابع مشابه
Rate of Convergence of Empirical Measures and Costs in Controlled Markov Chains and Transient Optimality
The purpose of this paper is twofold. First, bounds on the rate of convergence of empirical measures in Controlled Markov Chains are obtained under some recurrence conditions. These include bounds obtained through Large Deviations and Central Limit Theorem arguments. These results are then applied to optimal Control Problems. Bounds on the rate of convergence of the empirical measures that are ...
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ژورنال
عنوان ژورنال: Asian Journal of Probability and Statistics
سال: 2019
ISSN: 2582-0230
DOI: 10.9734/ajpas/2019/v3i430101