Blockwise Perturbation Theory for Markov Chains

DOI10.1137/S0895479895294629MaRDI QIDQ4243504zbMATH OpenOpenAlexFDO

Authors Jungong Xue, Weiguo Gao

Publication date 18 May 1999

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

Full work available at URL https://doi.org/10.1137/s0895479895294629

zbMATH Keywords

perturbation theorytransition matrixirreducible Markov chainindividual stationary probabilities

Mathematics Subject Classification ID

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

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(10)

• On the Sensitivity of the Solution of Nearly Uncoupled Markov Chains
• Block triangular and skew symmetric splitting method for steady state vector of linear system of ergodic block circulant Markov chains
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• Sensitivity to perturbation of the stationary distribution: Some refinements
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• Blockwise perturbation theory for nearly uncoupled Markov chains and its application
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