Improved bounds for a condition number for Markov chains

DOI10.1016/j.laa.2003.12.029zbMath1052.65004OpenAlexW2028710524MaRDI QIDQ1434425

Jianhong Xu, Michael Neumann

Publication date: 4 August 2004

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

Full work available at URL: https://doi.org/10.1016/j.laa.2003.12.029

zbMATH Keywords

numerical resultsperturbation theorystationary distributiongroup inversion

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Numerical analysis or methods applied to Markov chains (65C40) Numerical computation of matrix norms, conditioning, scaling (65F35)

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Uses Software

• mctoolbox

Cites Work

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