Comparison of perturbation bounds for the stationary distribution of a Markov chain. Linear Algebra and its Applications
| Author(s) : | D. Meyer Carl Grace E. Cho, |
| Publisher : | N/A |
| Publication Date : | 2001 |
| ISSN : | N/A |
| Abstract : | 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. Key words. Markov chains, stationary distribution, stochastic matrix, group inversion, sensitivity analysis, perturbation theory, condition numbers AMS subject classifications. 65F35, 60J10, 15A51, 15A12, 15A18 1. Introduction. Let, |