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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scientific article; zbMATH DE number 3956150
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| English | Using the QR Factorization and Group Inversion to Compute, Differentiate, and Estimate the Sensitivity of Stationary Probabilities for Markov Chains |
scientific article; zbMATH DE number 3956150 |
Statements
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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1986
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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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0.8380776643753052
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0.8198955655097961
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0.8160154223442078
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0.8095905780792236
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0.8067821264266968
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