Perturbation of the stationary distribution measured by ergodicity coefficients
From MaRDI portal
Publication:3788831
DOI10.2307/1427277zbMath0645.60070OpenAlexW2326968954MaRDI QIDQ3788831
Publication date: 1988
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1427277
Related Items (31)
Ergodicity Coefficients for Higher-Order Stochastic Processes ⋮ Approximating physical invariant measures of mixing dynamical systems in higher dimensions ⋮ Applications of Paz's inequality to perturbation bounds for Markov chains ⋮ The perturbation bound for the Perron vector of a transition probability tensor ⋮ Explicit convergence rates for the \(M/G/1\) queue under perturbation ⋮ Sensitivity analysis of discrete Markov chains via matrix calculus ⋮ Continuous dependence of ergodic limits ⋮ Perturbation bounds for Markov chains with general state space ⋮ Asymptotic Expansions for Stationary Distributions of Perturbed Semi-Markov Processes ⋮ Unnamed Item ⋮ Sensitivity of the stationary distributions of denumerable Markov chains ⋮ Generalized inverses of Markovian kernels in terms of properties of the Markov chain ⋮ The minimum coefficient of ergodicity for a Markov chain with a given directed graph ⋮ Perturbation bounds for quantum Markov processes and their fixed points ⋮ On optimal condition numbers for Markov chains ⋮ Strong stability and perturbation bounds for discrete Markov chains ⋮ A special stochastic decision problem ⋮ New perturbation bounds for denumerable Markov chains ⋮ Comparison of perturbation bounds for the stationary distribution of a Markov chain ⋮ Mixing times with applications to perturbed Markov chains ⋮ A Structured Condition Number for Kemeny's Constant ⋮ Sensitivity of finite Markov chains under perturbation ⋮ Unnamed Item ⋮ Stationary distribution and perturbation bounds for a stochastic inventory model ⋮ Markov chain sensitivity measured by mean first passage times ⋮ Regular Markov chains for which the transition matrix has large exponent ⋮ Nonlocal pagerank ⋮ Stationary distributions and mean first passage times of perturbed Markov chains ⋮ Convergence rates in uniform ergodicity by hitting times and \(L^2\)-exponential convergence rates ⋮ Sharp Entrywise Perturbation Bounds for Markov Chains ⋮ On explicit forms for ergodicity coefficients
This page was built for publication: Perturbation of the stationary distribution measured by ergodicity coefficients