New perturbation bounds for denumerable
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Zahir Mouhoubi; Djamil AΓ―ssani
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Article
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2010
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Elsevier Science
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English
β 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