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Volumn 385, Issue 1-3, 2004, Pages 81-93

Digraph-based conditioning for Markov chains

Author keywords

Condition number; Directed graph; Markov chain; Stationary vector; Stochastic matrix

Indexed keywords

FUNCTIONS; GRAPH THEORY; MATRIX ALGEBRA; RANDOM PROCESSES; SET THEORY; THEOREM PROVING; VECTORS;

EID: 2542446534     PISSN: 00243795     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0024-3795(03)00495-6     Document Type: Article
Times cited : (5)

References (12)
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    • Cho G., Meyer C. Comparison of perturbation bounds for the stationary distribution of a Markov chain. Linear Algebra Appl. 335:2001;137-150.
    • (2001) Linear Algebra Appl. , vol.335 , pp. 137-150
    • Cho, G.1    Meyer, C.2
  • 4
    • 0042706683 scopus 로고
    • Perturbation bounds for the stationary probabilities of a finite Markov chain
    • Haviv M., Van der Heyden L. Perturbation bounds for the stationary probabilities of a finite Markov chain. Adv. in Appl. Prob. 16:1984;804-818.
    • (1984) Adv. in Appl. Prob. , vol.16 , pp. 804-818
    • Haviv, M.1    Van Der Heyden, L.2
  • 5
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    • The group inverse associated with an irreducible periodic nonnegative matrix
    • Kirkland S. The group inverse associated with an irreducible periodic nonnegative matrix. SIAM J. Matrix Anal. Appl. 16:1995;1127-1134.
    • (1995) SIAM J. Matrix Anal. Appl. , vol.16 , pp. 1127-1134
    • Kirkland, S.1
  • 6
    • 0039268811 scopus 로고    scopus 로고
    • A note on the eigenvalues of a primitive matrix with large exponent
    • Kirkland S. A note on the eigenvalues of a primitive matrix with large exponent. Linear Algebra Appl. 253:1997;103-112.
    • (1997) Linear Algebra Appl. , vol.253 , pp. 103-112
    • Kirkland, S.1
  • 7
    • 0036398774 scopus 로고    scopus 로고
    • On a question concerning condition numbers for Markov chains
    • Kirkland S. On a question concerning condition numbers for Markov chains. SIAM J. Matrix Anal. Appl. 23:2002;1109-1119.
    • (2002) SIAM J. Matrix Anal. Appl. , vol.23 , pp. 1109-1119
    • Kirkland, S.1
  • 8
    • 2542458646 scopus 로고    scopus 로고
    • Conditioning properties of the stationary distribution for a Markov chain
    • Kirkland S. Conditioning properties of the stationary distribution for a Markov chain. Electron. J. Linear Algebra. 10:2003;1-15.
    • (2003) Electron. J. Linear Algebra , vol.10 , pp. 1-15
    • Kirkland, S.1
  • 9
    • 0034415729 scopus 로고    scopus 로고
    • Regular Markov chains for which the transition matrix has large exponent
    • Kirkland S., Neumann M. Regular Markov chains for which the transition matrix has large exponent. Linear Algebra Appl. 316:2000;45-65.
    • (2000) Linear Algebra Appl. , vol.316 , pp. 45-65
    • Kirkland, S.1    Neumann, M.2
  • 10
    • 0042624332 scopus 로고    scopus 로고
    • Applications of Paz's inequality to perturbation bounds for Markov chains
    • Kirkland S., Neumann M., Shader B. Applications of Paz's inequality to perturbation bounds for Markov chains. Linear Algebra Appl. 268:1998;183-196.
    • (1998) Linear Algebra Appl. , vol.268 , pp. 183-196
    • Kirkland, S.1    Neumann, M.2    Shader, B.3
  • 11
    • 0000760183 scopus 로고
    • The condition of a finite Markov chain and perturbation bounds for the limiting probabilities
    • Meyer C. The condition of a finite Markov chain and perturbation bounds for the limiting probabilities. SIAM J. Discrete and Algebraic Methods. 1:1980;273-283.
    • (1980) SIAM J. Discrete and Algebraic Methods , vol.1 , pp. 273-283
    • Meyer, C.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.