Markov chain sensitivity measured by mean first passage times

Linear Algebra and Its Applications

Volumn 316, Issue 1-3, 2000, Pages 21-28

  Cho, Grace E ^a   Meyer, Carl D ^a  

^a NORTH CAROLINA STATE UNIVERSITY   (United States)

Author keywords

15A12; 15A18; 15A51; 60J10; 60J20; 65F35; 65U05; Condition numbers; Markov chains; Mean first passage times; Perturbation theory; Sensitivity analysis; Stability of a Markov chain; Stationary distribution; Stochastic matrix

Indexed keywords

EID: 0034375401     PISSN: 00243795     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0024-3795(99)00263-3     Document Type: Article

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