Blockwise Perturbation Theory for Markov Chains

DOI10.1137/S0895479895294629zbMath0924.65148OpenAlexW1991352544MaRDI QIDQ4243504

Jungong Xue, Weiguo Gao

Publication date: 18 May 1999

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0895479895294629

zbMATH Keywords

perturbation theorytransition matrixirreducible Markov chainindividual stationary probabilities

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Numerical computation of matrix norms, conditioning, scaling (65F35) Stochastic matrices (15B51) Probabilistic methods, stochastic differential equations (65C99)

This page was built for publication: Blockwise Perturbation Theory for Markov Chains