Digraph-based conditioning for Markov chains

DOI10.1016/S0024-3795(03)00495-6zbMath1056.15022MaRDI QIDQ1827500

Stephen J. Kirkland

Publication date: 6 August 2004

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

zbMATH Keywords

condition numberMarkov chaindirected graphstochastic matrixstationary vector

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Eigenvalues, singular values, and eigenvectors (15A18) Directed graphs (digraphs), tournaments (05C20) Stochastic matrices (15B51) Conditioning of matrices (15A12)

Related Items (2)

Strong truncation approximation in tandem queues with blocking ⋮ Sensitivity and convergence of uniformly ergodic Markov chains

Cites Work

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• Perturbation bounds for the stationary probabilities of a finite Markov chain
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