✦ LIBER ✦

A fluctuation theory for Markov chains

✍ Scribed by V.G. Kulkarni; N.U. Prabhu

Publisher: Elsevier Science
Year: 1984
Tongue: English
Weight: 803 KB
Volume: 16
Category: Article
ISSN: 0304-4149
DOI: 10.1016/0304-4149(84)90174-1

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Markov chains theory for scale-free netw

Markov chains theory for scale-free networks

✍ Qinghua Chen; Dinghua Shi 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 253 KB

A note on entrywise perturbation theory

A note on entrywise perturbation theory for Markov chains

✍ Jungong Xue 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 172 KB

O'Cinneide presented an entrywise perturbation theorem for Markov chains. The error bound he obtained is nearly best possible. We give the best possible error bound.

A note on asymptotic expansions for Mark

A note on asymptotic expansions for Markov chains using operator theory

✍ J.L. Jensen 📂 Article 📅 1987 🏛 Elsevier Science 🌐 English ⚖ 652 KB

A combinatorial method in the theory of

A combinatorial method in the theory of Markov chains

✍ Lajos Takács 📂 Article 📅 1964 🏛 Elsevier Science 🌐 English ⚖ 331 KB

A direct projection method for Markov ch

A direct projection method for Markov chains

✍ Michele Benzi 📂 Article 📅 2004 🏛 Elsevier Science 🌐 English ⚖ 269 KB

Expectations for Nonreversible Markov Ch

Expectations for Nonreversible Markov Chains

✍ I.H. Dinwoodie 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 151 KB

Bounds are given for an irreducible Markov chain on the probability that the time average of a functional on the state space exceeds its stationary expectation, without assuming reversibility. The bounds are in terms of the singular values of the discrete generator. ᮊ 1998 Academic Press The probab