The Condition of a Finite Markov Chain and Perturbation Bounds for the Limiting Probabilities

DOI10.1137/0601031zbMath0498.60071OpenAlexW2127255208MaRDI QIDQ3963813

Publication date: 1980

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

Full work available at URL: https://doi.org/10.1137/0601031

zbMATH Keywords

perturbation matrix limiting probabilities for an ergodic chain transition matrix of an ergodic chain

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Limit theorems in probability theory (60F99)

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