On optimal condition numbers for Markov chains

DOI10.1007/s00211-008-0172-8zbMath1160.60022OpenAlexW2083936573MaRDI QIDQ957931

Nung-Sing Sze, Michael Neumann, Stephen J. Kirkland

Publication date: 1 December 2008

Published in: Numerische Mathematik (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00211-008-0172-8

zbMATH Keywords

ergodicity coefficientsfinite Markov chainscondition numbersperturbation bounds

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stochastic matrices (15B51) Conditioning of matrices (15A12)

Related Items

Acute perturbation of the group inverse, Sensitivity analysis of discrete Markov chains via matrix calculus, Unnamed Item, Sensitivity of the stationary distributions of denumerable Markov chains, Acute perturbation of Drazin inverse and oblique projectors, A Structured Condition Number for Kemeny's Constant, Error bounds for augmented truncation approximations of Markov chains via the perturbation method, Minimum property of condition numbers for the Drazin inverse and singular linear equations

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