On the stability of the computation of the stationary probabilities of Markov chains using Perron complements

DOI10.1002/nla.339zbMath1071.65504OpenAlexW2081765494MaRDI QIDQ5317902

Jianhong Xu, Michael Neumann

Publication date: 21 September 2005

Published in: Numerical Linear Algebra with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/nla.339

zbMATH Keywords

stochastic matricescondition numbersgroup inversesPerron complements

Mathematics Subject Classification ID

Numerical analysis or methods applied to Markov chains (65C40) Numerical computation of matrix norms, conditioning, scaling (65F35)

Related Items (6)

A numerical algorithm on the computation of the stationary distribution of a discrete time homogenous finite Markov chain ⋮ Improved bounds for a condition number for Markov chains ⋮ A representation for the Drazin inverse of block matrices with a singular generalized Schur complement ⋮ Properties for the Perron complement of three known subclasses of \(H\)-matrices ⋮ Proximity in group inverses of M-matrices and inverses of diagonally dominant M-matrices ⋮ Stationary distributions and mean first passage times of perturbed Markov chains

Cites Work

• Entrywise relative perturbation theory for nonsingular \(M\)-matrices and applications
• Non-negative matrices and Markov chains.
• An upper bound on algebraic connectivity of graphs with many cutpoints
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