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 circulant transition matrices in Markov chains
โ Scribed by Wun-Seng Chou; Bau-Sen Du; Peter J.-S. Shiue
- Publisher
- Elsevier Science
- Year
- 2008
- Tongue
- English
- Weight
- 106 KB
- Volume
- 429
- Category
- Article
- ISSN
- 0024-3795
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