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math.ST2026
Central Limit Theorems for Transition Probabilities of Controlled Markov Chains
Ziwei Su, Imon Banerjee, Diego Klabjan
We develop a central limit theorem (CLT) for a non-parametric estimator of the transition matrices in controlled Markov chains (CMCs) with finite state-action spaces. Our results e…
math.ST2025
Adaptive Estimation of the Transition Density of Controlled Markov Chains
Imon Banerjee, Vinayak Rao, Harsha Honnappa
Estimating the transition dynamics of controlled Markov chains is crucial in fields such as time series analysis, reinforcement learning, and system exploration. Traditional non-pa…