Refinable bounds for large Markov chains
โ Scribed by Semal, P.
- Book ID
- 119772416
- Publisher
- IEEE
- Year
- 1995
- Tongue
- English
- Weight
- 639 KB
- Volume
- 44
- Category
- Article
- ISSN
- 0018-9340
No coin nor oath required. For personal study only.
๐ 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
Let P be the transition matrix for an n-state, homogeneous, ergodic Markov chain. Set Q = I -P and let Q # = [q # i,j ] be the group (generalized) inverse of Q. A well-known condition number, due to Funderlic and Meyer, which is used in the error analysis for the computation of the stationary distri