Title of article :
Comparison of perturbation bounds for the stationary distribution of a Markov chain
Author/Authors :
Grace E. Cho، نويسنده , , Carl D. Meyer، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2001
Abstract :
The purpose of this paper is to review and compare the existing perturbation bounds for the stationary distribution of a finite, irreducible, homogeneous Markov chain.
Keywords :
stochastic matrix , stationary distribution , Sensitivity analysis , Group inversion , Perturbation Theory , Condition numbers , Markov chains
Journal title :
Linear Algebra and its Applications
Journal title :
Linear Algebra and its Applications