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Blockwise Perturbation Theory for Markov Chains

✍ Scribed by Jungong, Xue; Weiguo, Gao

Book ID
118216154
Publisher
Society for Industrial and Applied Mathematics
Year
1998
Tongue
English
Weight
255 KB
Volume
20
Category
Article
ISSN
0895-4798

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πŸ“œ SIMILAR VOLUMES

A note on entrywise perturbation theory
A note on entrywise perturbation theory for Markov chains
✍ Jungong Xue πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 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.

Perturbation of Markov Chains
Perturbation of Markov Chains
✍ Christine Burnley πŸ“‚ Article πŸ“… 1987 πŸ› Mathematical Association of America 🌐 English βš– 742 KB
New perturbation bounds for denumerable
New perturbation bounds for denumerable Markov chains
✍ Zahir Mouhoubi; Djamil AΓ―ssani πŸ“‚ Article πŸ“… 2010 πŸ› Elsevier Science 🌐 English βš– 305 KB

This paper is devoted to perturbation analysis of denumerable Markov chains. Bounds are provided for the deviation between the stationary distribution of the perturbed and nominal chain, where the bounds are given by the weighted supremum norm. In addition, bounds for the perturbed stationary probab