Title :
Perturbation analysis of Markov chains
Author :
Heidergott, Bernd
Author_Institution :
Dept. of Oper. Res., Vrije Univ. Amsterdam, Amsterdam
Abstract :
We present a new approach to perturbation analysis of Markov chains. Our analysis is based on bounding the distance of stationary distributions in a suitable functional space.
Keywords :
Markov processes; perturbation techniques; Markov chains; perturbation analysis; stationary distribution distance bound; Convergence; Discrete event systems; History; Kernel; Operations research; Performance analysis; Q measurement; Space stations; TV; Upper bound;
Conference_Titel :
Discrete Event Systems, 2008. WODES 2008. 9th International Workshop on
Conference_Location :
Goteborg
Print_ISBN :
978-1-4244-2592-1
Electronic_ISBN :
978-1-4244-2593-8
DOI :
10.1109/WODES.2008.4605929
