Sensitivity of the Stationary Distribution of a Markov Chain (Q4305388): Difference between revisions

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Latest revision as of 16:15, 5 March 2024

scientific article; zbMATH DE number 638409
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English
Sensitivity of the Stationary Distribution of a Markov Chain
scientific article; zbMATH DE number 638409

    Statements

    Sensitivity of the Stationary Distribution of a Markov Chain (English)
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    13 September 1994
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    stochastic matrix
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    sensitivity analysis
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    transition matrix
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    irreducible Markov chain
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    ill-conditioned
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    condition number
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    LU or QR factorization
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