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Some bounds for Markov chains

✍ Scribed by Mark B Cronshaw; Levon S Kazarian

Book ID
105318523
Publisher
Springer-Verlag
Year
1997
Tongue
English
Weight
183 KB
Volume
26
Category
Article
ISSN
0020-7276

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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