Conditioning properties of the stationary distribution for a Markov chain

DOI10.13001/1081-3810.1092zbMath1022.15027OpenAlexW2155243561MaRDI QIDQ4706984

Stephen J. Kirkland

Publication date: 21 October 2003

Published in: The Electronic Journal of Linear Algebra (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/122924

zbMATH Keywords

random walkscondition numberMarkov chaintransition matrixperturbation matrixstationary vectorirreducible stochastic matrix

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stochastic matrices (15B51) Conditioning of matrices (15A12)

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