Sensitivity of finite Markov chains under perturbation
From MaRDI portal
Publication:1802441
DOI10.1016/0167-7152(93)90011-7zbMath0777.60065OpenAlexW2106967042MaRDI QIDQ1802441
Publication date: 15 December 1993
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-7152(93)90011-7
stochastic matricesergodicity coefficientunique stationary distributionrelative sensitivity factor under perturbation
Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stochastic matrices (15B51)
Related Items (20)
Response operators for Markov processes in a finite state space: radius of convergence and link to the response theory for axiom A systems ⋮ Approximating physical invariant measures of mixing dynamical systems in higher dimensions ⋮ Applications of Paz's inequality to perturbation bounds for Markov chains ⋮ Acute perturbation of the group inverse ⋮ Sensitivity analysis of discrete Markov chains via matrix calculus ⋮ Asymptotic Expansions for Stationary Distributions of Perturbed Semi-Markov Processes ⋮ Unnamed Item ⋮ Sensitivity of the stationary distributions of denumerable Markov chains ⋮ Improved bounds for a condition number for Markov chains ⋮ Perturbation analysis of continuous‐time absorbing Markov chains ⋮ The spectral gap and perturbation bounds for reversible continuous-time Markov chains ⋮ On the Variances and Convariances of the Duration State Sizes of Semi-Markov Systems ⋮ New perturbation bounds for denumerable Markov chains ⋮ Comparison of perturbation bounds for the stationary distribution of a Markov chain ⋮ Markov chains: ergodicity in time-discrete cases ⋮ Response and sensitivity using Markov chains ⋮ Mixing time estimation in reversible Markov chains from a single sample path ⋮ Markov chain sensitivity measured by mean first passage times ⋮ Regular Markov chains for which the transition matrix has large exponent ⋮ Stationary distributions and mean first passage times of perturbed Markov chains
Cites Work
- Unnamed Item
- Sensitivity of the stationary distribution vector for an ergodic Markov chain
- Explicit forms for ergodicity coefficients and spectrum localization
- Non-negative matrices and Markov chains. 2nd ed
- Perturbation of the stationary distribution measured by ergodicity coefficients
- Finite Continuous Time Markov Chains
- Coefficients of ergodicity: structure and applications
- Discrete Dynamic Programming
- Perturbation theory and finite Markov chains
This page was built for publication: Sensitivity of finite Markov chains under perturbation
