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Regeneration-Based Bootstrap for Markov Chains

✍ Scribed by Somnath Datta and William P. McCormick

Book ID
115057145
Publisher
John Wiley and Sons
Year
1993
Tongue
French
Weight
552 KB
Volume
21
Category
Article
ISSN
0319-5724

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For an irreducible stochastic matrix T , we consider a certain condition number c(T ), which measures the stability of the corresponding stationary distribution when T is perturbed. We characterize the strongly connected directed graphs D such that c(T ) is bounded as T ranges over S D , the set of