Sensitivity analysis of discrete Markov chains via matrix calculus
type: Item
instance of: scholarly article
title: Sensitivity analysis of discrete Markov chains via matrix calculus
zbMATH Open document ID: 1263.60065
author: Hal Caswell
published in: Linear Algebra and its Applications
publication date: 2013-03-06T00:00:00Z
Mathematics Subject Classification ID: 60J10
Mathematics Subject Classification ID: 60J20
zbMATH DE Number: 6142086
zbMATH Keywords: sensitivity
zbMATH Keywords: elasticity
zbMATH Keywords: population models
zbMATH Keywords: life expectancy
zbMATH Keywords: life lost to mortality
zbMATH Keywords: community dynamics
zbMATH Keywords: demography
MaRDI profile type: Publication
Wikidata QID: Q58055188
full work available at URL: j.laa.2011.07.046
OpenAlex ID: W2062136441
cites work: Q5708419
cites work: Perturbation analysis of continuous‐time absorbing Markov chains
cites work: Comparison of perturbation bounds for the stationary distribution of a Markov chain
cites work: On Quasi-Stationary distributions in absorbing discrete-time finite Markov chains
cites work: Sensitivity of the stationary distribution vector for an ergodic Markov chain
cites work: Q5810046
cites work: Using the QR Factorization and Group Inversion to Compute, Differentiate, and Estimate the Sensitivity of Stationary Probabilities for Markov Chains
cites work: Stationary distributions and mean first passage times of perturbed Markov chains
cites work: Mixing times with applications to perturbed Markov chains
cites work: Q3876725
cites work: Generalization of a fundamental matrix
cites work: Q3262596
cites work: Conditioning properties of the stationary distribution for a Markov chain
cites work: On optimal condition numbers for Markov chains
cites work: Matrix differential calculus with applications to simple, Hadamard, and Kronecker products
cites work: Q4039873
cites work: The Role of the Group Generalized Inverse in the Theory of Finite Markov Chains
cites work: Sensitivity of the Stationary Distribution of a Markov Chain
cites work: Derivatives and Perturbations of Eigenvectors
cites work: Stability and exponential convergence of continuous-time Markov chains
cites work: Q4673808
cites work: Sensitivity and convergence of uniformly ergodic Markov chains
cites work: Sensitivity of hidden Markov models
cites work: On direct product matrices
cites work: Q5787677
cites work: Perturbation theory and finite Markov chains
cites work: Q5433282
cites work: Perturbation of the stationary distribution measured by ergodicity coefficients
cites work: Sensitivity of finite Markov chains under perturbation
DOI: 10.1016/J.LAA.2011.07.046
description: scientific article; zbMATH DE number 6142086