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 :
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