Error bounds and sensitivity analysis of semi-Markov processes
This paper tries to attain the following goals: (a) to present a unified treatment for the basic perturbation formulas of finite discrete-time Markov chains; (b) to extend the obtained perturbation formulas to finite state semi-Markov processes, and to show how these formulas can be interpreted for the particular case of continuous-time Markov chains; (c) finally, to extend the perturbation formulas, under infinitesimal changes, to denumerable state models, viz. strong ergodic semi-Markov processes and strong ergodic continuous-time Markov chains. For the entire collection see [Zbl 0951.00064].
- A critical account of perturbation analysis of Markov chains
- Sensitivity and convergence of uniformly ergodic Markov chains
- Perturbation analysis of inhomogeneous finite Markov chains
- Sensitivity to perturbation of the stationary distribution: Some refinements
- New perturbation bounds for denumerable Markov chains
- Correction to: ``Using semi-Markov chains to solve semi-Markov processes
- Series expansions for continuous-time Markov processes
- Observable augmented systems for sensitivity analysis of Markov and semi-Markov processes
- Bounds on the Sensitivity of Generalised Semi-Markov Processes with a Single Generally Distributed Lifetime
- Perturbation realization, potentials, and sensitivity analysis of Markov processes
- Single sample path-based sensitivity analysis of Markov processes using uniformization
- scientific article; zbMATH DE number 2233623 (Why is no real title available?)
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