Title of article :
Applications of Pazʹs inequality to perturbation bounds for Markov chains
Author/Authors :
Stephen J. Kirkland، نويسنده , , Michael Neumann، نويسنده , , Bryan L. Shader، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1997
Pages :
14
From page :
183
To page :
196
Abstract :
In several papers Meyer, singly and with coauthors, established the usefulness of the group generalized inverse in the study and computations of various aspects of Markov chains. Here we are interested in those results which concern bounds on the condition number of the chain and on the error in the computation of the stationary distribution vector. We show that a lemma due to Paz can be used to improve, sometimes by a factor of 2, some of the constants in the bounds obtained in the aforementioned papers.
Journal title :
Linear Algebra and its Applications
Serial Year :
1997
Journal title :
Linear Algebra and its Applications
Record number :
822264
Link To Document :
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