On Perturbation Bounds for the Joint Stationary Distribution of Multivariate Markov Chain Models
From MaRDI portal
Publication:5406931
DOI10.4208/eajam.291112.090113azbMath1287.65007OpenAlexW2135973957MaRDI QIDQ5406931
Lu-Bin Cui, Wai-Ki Ching, Wen Li, Lin Jiang
Publication date: 4 April 2014
Published in: Unnamed Author (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/d4f91dd32ef2e4964955b026a7ea89b58af66716
numerical examplecondition numberrelative boundstationary distribution vectormultivariate Markov chain models
Computational methods in Markov chains (60J22) Numerical analysis or methods applied to Markov chains (65C40)
Related Items (3)
Some existence and convergence theorems for solving a system of hierarchical optimization problems ⋮ Perturbation and Inverse Problems of Stochastic Matrices ⋮ Unnamed Item
Cites Work
- On computation of the steady-state probability distribution of probabilistic Boolean networks with gene perturbation
- Sensitivity of the stationary distribution vector for an ergodic Markov chain
- Applications of Paz's inequality to perturbation bounds for Markov chains
- The relations among potentials, perturbation analysis, and Markov decision processes
- Higher-order multivariate Markov chains and their applications
- On a multivariate Markov chain model for credit risk measurement
- The Condition of a Finite Markov Chain and Perturbation Bounds for the Limiting Probabilities
- The Role of the Group Generalized Inverse in the Theory of Finite Markov Chains
- Uniform Stability of Markov Chains
- A multivariate Markov chain model for categorical data sequences and its applications in demand predictions
- Perturbation analysis of singular linear systems with index one∗
- On Multivariate Markov Chains for Common and Non-Common Objects in Multiple Networks
- Perturbation theory and finite Markov chains
- Blockwise perturbation theory for nearly uncoupled Markov chains and its application
This page was built for publication: On Perturbation Bounds for the Joint Stationary Distribution of Multivariate Markov Chain Models