Sensitivity of the Stationary Distribution of a Markov Chain (Q4305388)
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scientific article; zbMATH DE number 638409
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sensitivity of the Stationary Distribution of a Markov Chain |
scientific article; zbMATH DE number 638409 |
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Sensitivity of the Stationary Distribution of a Markov Chain (English)
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13 September 1994
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stochastic matrix
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sensitivity analysis
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transition matrix
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irreducible Markov chain
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ill-conditioned
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condition number
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LU or QR factorization
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