Perturbation Bounds for the Stationary Distributions of Markov Chains
β Scribed by Liu, Yuanyuan
- Book ID
- 118212070
- Publisher
- Society for Industrial and Applied Mathematics
- Year
- 2012
- Tongue
- English
- Weight
- 237 KB
- Volume
- 33
- Category
- Article
- ISSN
- 0895-4798
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π SIMILAR VOLUMES
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
consider a simple and widely used method for evaluating quasi-stationary distributions of continuous time Markov chains. The infinite state space is replaced by a large, but finite approximation, which is used to evaluate a candidate distribution. We give some conditions under which the method works