Comparison of perturbation bounds for the stationary distribution of a Markov chain

被引：126
|
作者：
Cho, GE
Meyer, CD
机构：
[1] N Carolina State Univ, Dept Math, Raleigh, NC 27695 USA
[2] Boeing Co, Math & Engn Anal, Seattle, WA 98124 USA
来源：
LINEAR ALGEBRA AND ITS APPLICATIONS | 2001年 / 335卷
基金：
美国国家科学基金会;
关键词：
Markov chains; stationary distribution; stochastic matrix; group inversion; sensitivity analysis; perturbation theory; condition numbers;
D O I：
10.1016/S0024-3795(01)00320-2
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
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. (C) 2001 Elsevier Science Inc. All rights reserved.
引用
收藏
页码：137 / 150
页数：14
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