An Approximation to the Stationary Distribution of a Nearly Completely Decomposable Markov Chain and Its Error Analysis

DOI10.1137/0607065zbMath0654.60053OpenAlexW4249840173MaRDI QIDQ3800832

Moshe Haviv

Publication date: 1986

Published in: SIAM Journal on Algebraic Discrete Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0607065

zbMATH Keywords

approximationsnearly completely decomposable Markov chain

Mathematics Subject Classification ID

Theory of matrix inversion and generalized inverses (15A09) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stochastic matrices (15B51)

Related Items (4)

Asymptotic Expansions for Stationary Distributions of Perturbed Semi-Markov Processes ⋮ An Approximation to the Stationary Distribution of a Nearly Completely Decomposable Markov Chain and Its Error Bound ⋮ Upper bounds on the maximum modulus of subdominant eigenvalues of nonnegative matrices ⋮ Estimating equilibrium probabilities for band diagonal Markov chains using aggregation and disaggregation techniques

Cites Work

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• Resolvent expansions of matrices and applications
• Computable Error Bounds for Aggregated Markov Chains
• Bounds for the Positive Eigenvectors of Nonnegative Matrices and for their Approximations by Decomposition
• Aggregation with an error of O (ε ² )
• An Approximation to the Stationary Distribution of a Nearly Completely Decomposable Markov Chain and Its Error Bound
• The Role of the Group Generalized Inverse in the Theory of Finite Markov Chains
• Error Analysis in Nearly-Completely Decomposable Stochastic Systems
• Perturbation bounds for the stationary probabilities of a finite Markov chain
• Perturbation theory and finite Markov chains
• Aggregation of Variables in Dynamic Systems

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