Sensitivity analysis of discrete Markov chains via matrix calculus

DOI10.1016/j.laa.2011.07.046zbMath1263.60065OpenAlexW2062136441WikidataQ58055188 ScholiaQ58055188MaRDI QIDQ1940324

Hal Caswell

Publication date: 6 March 2013

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

Full work available at URL: https://doi.org/10.1016/j.laa.2011.07.046

zbMATH Keywords

sensitivitydemographyelasticitypopulation modelslife expectancycommunity dynamicslife lost to mortality

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

Related Items (8)

Load balancing for Markov chains with a specified directed graph ⋮ Multi-dimensional stability analysis for analytic network process models ⋮ Gradient estimation for smooth stopping criteria ⋮ Perturbation and Inverse Problems of Stochastic Matrices ⋮ Unnamed Item ⋮ Sensitivity analysis of periodic matrix population models ⋮ A note on the vec operator applied to unbalanced block-structured matrices ⋮ Occupancy time in sets of states for demographic models

Cites Work

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• Sensitivity of hidden Markov models
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• Perturbation of the stationary distribution measured by ergodicity coefficients
• Derivatives and Perturbations of Eigenvectors
• The Role of the Group Generalized Inverse in the Theory of Finite Markov Chains
• Sensitivity of the Stationary Distribution of a Markov Chain
• Conditioning properties of the stationary distribution for a Markov chain
• On direct product matrices
• Stability and exponential convergence of continuous-time Markov chains
• Perturbation analysis of continuous‐time absorbing Markov chains
• On Quasi-Stationary distributions in absorbing discrete-time finite Markov chains
• Sensitivity and convergence of uniformly ergodic Markov chains
• Perturbation theory and finite Markov chains
• Comparison of perturbation bounds for the stationary distribution of a Markov chain
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