Sensitivity of finite Markov chains under perturbation

Statistics and Probability Letters

Volumn 17, Issue 2, 1993, Pages 163-168

  Seneta, E ^a  

^a UNIVERSITY OF SYDNEY   (Australia)

Author keywords

Condition number; eigenvalues; ergodicity coefficients; fundamental matrix; group inverse sensitivity; perturbation of Markov chains; stationary distribution; stochastic matrix

Indexed keywords

EID: 38249001667     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/0167-7152(93)90011-7     Document Type: Article

References (10)

1. Discrete dynamic programming
2. Sensitivity of the stationary distribution vector for an ergodic Markov chain
3. Sensitivity of Markov chains
4. Perturbation theory and finite Markov chains
5. Coefficients of ergodicity structure and applications
6. Explicit forms for ergodicity coefficients and spectrum localization
7. Perturbation of the stationary distribution measured by ergodicity coefficients
8. Sensitivity analysis, ergodicity coefficients, and rank-one updates for finite Markov chains