Sensitivity to perturbation of the stationary distribution: Some refinements (Q1110919)
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scientific article; zbMATH DE number 4074134
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sensitivity to perturbation of the stationary distribution: Some refinements |
scientific article; zbMATH DE number 4074134 |
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Sensitivity to perturbation of the stationary distribution: Some refinements (English)
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1988
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For a finite state space Markov chain the sensitivity of the stationary distribution with respect to perturbations of the transition probabilities is investigated; an upper bound is given for chains which have a state accessible in one step from all the other states.
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perturbation
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sensitivity
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stationary distribution
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perturbations of the transition probabilities
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