On optimal condition numbers for Markov chains

DOI10.1007/s00211-008-0172-8zbMath1160.60022OpenAlexW2083936573MaRDI QIDQ957931

Nung-Sing Sze, Michael Neumann, Stephen J. Kirkland

Publication date: 1 December 2008

Published in: Numerische Mathematik (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00211-008-0172-8

zbMATH Keywords

ergodicity coefficientsfinite Markov chainscondition numbersperturbation bounds

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stochastic matrices (15B51) Conditioning of matrices (15A12)

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Acute perturbation of the group inverse ⋮ Sensitivity analysis of discrete Markov chains via matrix calculus ⋮ Unnamed Item ⋮ Sensitivity of the stationary distributions of denumerable Markov chains ⋮ Acute perturbation of Drazin inverse and oblique projectors ⋮ A Structured Condition Number for Kemeny's Constant ⋮ Error bounds for augmented truncation approximations of Markov chains via the perturbation method ⋮ Minimum property of condition numbers for the Drazin inverse and singular linear equations

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