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
✦ LIBER ✦
Strong stability and perturbation bounds for discrete Markov chains
✍ Scribed by Boualem Rabta; Djamil Aïssani
- Publisher
- Elsevier Science
- Year
- 2008
- Tongue
- English
- Weight
- 112 KB
- Volume
- 428
- Category
- Article
- ISSN
- 0024-3795
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