Stationary distributions of perturbed Markov chains

DOI10.1016/0024-3795(86)90152-7zbMath0608.60062OpenAlexW2056787380MaRDI QIDQ1085891

Jeffrey J. Hunter

Publication date: 1986

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0024-3795(86)90152-7

zbMATH Keywords

invariant distributionirreducible Markov matrixtechniques for updating the stationary distribution

Mathematics Subject Classification ID

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

Related Items (10)

GENERATION OF STATIONARY CONTROL POLICIES WITH BEST EXPECTED PERFORMANCE FOR A FAMILY OF MARKOV CHAINS ⋮ The computation of key properties of Markov chains via perturbations ⋮ Characterizations of generalized inverses associated with Markovian kernels ⋮ Sensitivity of Steady States in Networks with Application to Markov Chains and Chemical Reaction Networks ⋮ Asymptotic Expansions for Stationary Distributions of Perturbed Semi-Markov Processes ⋮ A direct projection method for Markov chains ⋮ Stationary and structural control in gene regulatory networks: basic concepts ⋮ On the Variances and Convariances of the Duration State Sizes of Semi-Markov Systems ⋮ Stationary distributions and mean first passage times of perturbed Markov chains ⋮ Analytical perturbations in Markov chains

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Sensitivity of the stationary distribution vector for an ergodic Markov chain
• Generalization of a fundamental matrix
• Generalized inverses and their application to applied probability problems
• Comparison of Some Direct Methods for Computing Stationary Distributions of Markov Chains
• Updating $LU$ Factorizations for Computing Stationary Distributions
• Finite Continuous Time Markov Chains
• Updating finite markov chains by using techniques of group matrix inversion
• Solution of Homogeneous Systems of Linear Equations Arising from Compartmental Models
• The Condition of a Finite Markov Chain and Perturbation Bounds for the Limiting Probabilities
• The Role of the Group Generalized Inverse in the Theory of Finite Markov Chains
• Computation of the stationary distribution of a markov chain
• Perturbation bounds for the stationary probabilities of a finite Markov chain
• Perturbation theory and finite Markov chains
• Approximate Stationary Probability Vectors of a Finite Markov Chain

This page was built for publication: Stationary distributions of perturbed Markov chains