Using the QR Factorization and Group Inversion to Compute, Differentiate, and Estimate the Sensitivity of Stationary Probabilities for Markov Chains (Q3725280)

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Using the QR Factorization and Group Inversion to Compute, Differentiate, and Estimate the Sensitivity of Stationary Probabilities for Markov Chains
scientific article

    Statements

    title
    Using the QR Factorization and Group Inversion to Compute, Differentiate, and Estimate the Sensitivity of Stationary Probabilities for Markov Chains (English)
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    author
    Gene H. Golub
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    Carl D. jun. Meyer
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    publication date
    1986
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    zbMATH Keywords
    homogeneous ergodic Markov chain
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    stationary distribution
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    QR factorization
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    estimates for the sensitivity
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    perturbations
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    Identifiers

    DOI
    10.1137/0607031
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    Mathematics Subject Classification ID
    60J10
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    65F15
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    15B51
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    65F25
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    65F35
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    15A09
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    15A12
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    zbMATH DE Number
    3956150
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    OpenAlex ID
    W1972521646
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