New perturbation bounds for denumerable Markov chains (Q2267397)

The paper is devoted to perturbation analysis of countable Markov chains. The respective general approach has been developed by [\textit{N. V. Kartashov}, Strong stable Markov chains. Utrecht: VSP. Kiev: TBiMC (1996; Zbl 0874.60082)]. Some new bounds are provided for the deviation between the stationary distribution of the perturbed and original chain, where the bounds are given by the weighted supremum norm. In addition, bounds for the perturbed stationary probabilities are established. Furthermore, bounds on the norm of the asymptotic decomposition of the perturbed stationary distribution are provided, where the bounds are expressed in terms of the norm of the ergodicity coefficient, or the norm of a special residual matrix. The authors also consider a number of examples and the respective stability bounds.