Uniform Stability of Markov Chains

DOI10.1137/S0895479892237562zbMath0809.65144MaRDI QIDQ4313365

Ilse C. F. Ipsen, Carl D. jun. Meyer

Publication date: 16 November 1994

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

stabilitysensitivity analysiscondition numbersstochastic matrixperturbation boundsstationary probabilitiesfinite irreducible Markov chain

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Numerical computation of matrix norms, conditioning, scaling (65F35) Stochastic matrices (15B51) Conditioning of matrices (15A12) Probabilistic methods, stochastic differential equations (65C99)

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