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
Pages
14
From page
137
To page
150
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
Serial Year
2001
Journal title
Linear Algebra and its Applications
Record number
823331
Link To Document