Entrywise perturbation theory for rate matrices of GI/M/1 type Markov chains

DOI10.1080/15326340008807593zbMath0984.60082MaRDI QIDQ4512879

Jungong Xue, Qiang Ye, Attahiru Sule Alfa

Publication date: 5 May 2002

Published in: Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326340008807593

zbMATH Keywords

perturbation analysis; steady states; matrix geometric distribution; quasi-birth-death Markov chains

Mathematics Subject Classification ID

60J22: Computational methods in Markov chains

60J10: Markov chains (discrete-time Markov processes on discrete state spaces)

65C40: Numerical analysis or methods applied to Markov chains