Sensitivity to perturbation of the stationary distribution: Some refinements

DOI10.1016/0024-3795(88)90181-4zbMath0657.60096OpenAlexW1985081871MaRDI QIDQ1110919

Eugene Seneta

Publication date: 1988

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

Full work available at URL: https://doi.org/10.1016/0024-3795(88)90181-4

zbMATH Keywords

sensitivityperturbationstationary distributionperturbations of the transition probabilities

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items (7)

Asymptotic Expansions for Stationary Distributions of Perturbed Semi-Markov Processes ⋮ Unnamed Item ⋮ Unnamed Item ⋮ On the Variances and Convariances of the Duration State Sizes of Semi-Markov Systems ⋮ New perturbation bounds for denumerable Markov chains ⋮ Markov chain sensitivity measured by mean first passage times ⋮ Stationary distributions and mean first passage times of perturbed Markov chains

Cites Work

• Sensitivity of the stationary distribution vector for an ergodic Markov chain
• Generalization of a fundamental matrix
• Computing the stationary distribution for infinite Markov chains
• Generalized inverses and their application to applied probability problems
• $LU$-Decompositions of Tridiagonal Irreducible H-Matrices
• The Role of the Group Generalized Inverse in the Theory of Finite Markov Chains
• Computation of the stationary distribution of a markov chain

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