Stationary distributions of perturbed Markov chains

DOI10.1016/0024-3795(86)90152-7zbMath0608.60062OpenAlexW2056787380MaRDI QIDQ1085891

Jeffrey J. Hunter

Publication date: 1986

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0024-3795(86)90152-7

zbMATH Keywords

invariant distributionirreducible Markov matrixtechniques for updating the stationary distribution

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stochastic matrices (15B51)

Related Items

GENERATION OF STATIONARY CONTROL POLICIES WITH BEST EXPECTED PERFORMANCE FOR A FAMILY OF MARKOV CHAINS ⋮ The computation of key properties of Markov chains via perturbations ⋮ Characterizations of generalized inverses associated with Markovian kernels ⋮ Sensitivity of Steady States in Networks with Application to Markov Chains and Chemical Reaction Networks ⋮ Asymptotic Expansions for Stationary Distributions of Perturbed Semi-Markov Processes ⋮ A direct projection method for Markov chains ⋮ Stationary and structural control in gene regulatory networks: basic concepts ⋮ On the Variances and Convariances of the Duration State Sizes of Semi-Markov Systems ⋮ Stationary distributions and mean first passage times of perturbed Markov chains ⋮ Analytical perturbations in Markov chains

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