We generalize a result in [8] and derive an asymptotic formula for entropy rate of a hidden Markov chain around a "weak Black Hole". We also discuss applications of the ...
— Markov Chain Monte Carlo methods have recently been applied as front-end detectors in multipleinput multiple-output (MIMO) communication systems. Moreover, the near capacity be...
— This paper addresses model reduction for a Markov chain on a large state space. A simulation-based framework is introduced to perform state aggregation of the Markov chain base...
Abstract. An algebraic multigrid (AMG) method is presented for the calculation of the stationary probability vector of an irreducible Markov chain. The method is based on standard ...
Hans De Sterck, Thomas A. Manteuffel, Stephen F. M...
For a large class of examples arising in statistical physics known as attractive spin systems (e.g., the Ising model), one seeks to sample from a probability distribution π on an...