Sensitivity of the stationary distribution vector for an ergodic Markov chain

DOI10.1016/0024-3795(86)90210-7zbMATH Open0583.60064OpenAlexW2005325188MaRDI QIDQ1069213FDOQ1069213

Carl D. Meyer, Robert E. Funderlic

Publication date: 1986

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0024-3795(86)90210-7

zbMATH Keywords

perturbationsqueueing networkseconomic modelsStationary distributionergodic Markov chain

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)

Cites Work

• Perturbation theory and finite Markov chains
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• Finite Continuous Time Markov Chains
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• Matrix Methods for Queuing Problems
• $LU$-Decompositions of Tridiagonal Irreducible H-Matrices
• Solution of Homogeneous Systems of Linear Equations Arising from Compartmental Models
• Using the QR Factorization and Group Inversion to Compute, Differentiate, and Estimate the Sensitivity of Stationary Probabilities for Markov Chains
• The Use of Positive Matrices for the Analysis of the Large Time Behavior of the Numerical Solution of Reaction-Diffusion Systems
• Stability and monotonicity for interactive Markov chains
• The Mathematical Basis of the Interpretation of Tracer Experiments in Closed Steady-State Systems
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Cited In (33)

• On optimal condition numbers for Markov chains
• Influence of Preconditioning and Blocking on Accuracy in Solving Markovian Models
• New perturbation bounds for denumerable Markov chains
• Stationary distributions and mean first passage times of perturbed Markov chains
• Sensitivity analysis of discrete Markov chains via matrix calculus
• Cut-off Phenomenon for Converging Processes in the Sense of α-Divergence Measures
• Convergent Iterations for Computing Stationary Distributions of Markov Chains
• Sensitivity to perturbation of the stationary distribution: Some refinements
• On Perturbation Bounds for the Joint Stationary Distribution of Multivariate Markov Chain Models
• Comparison of perturbation bounds for the stationary distribution of a Markov chain
• Stationary distribution and perturbation bounds for a stochastic inventory model
• Acute perturbation of the group inverse
• A direct projection method for Markov chains
• Applications of Paz's inequality to perturbation bounds for Markov chains
• Sensitivity of finite Markov chains under perturbation
• A special stochastic decision problem
• Blockwise perturbation theory for nearly uncoupled Markov chains and its application
• Generalized inverses of matrices: a perspective of the work of Penrose
• An Arnoldi-type algorithm for computing Page Rank
• Perturbation results for nearly uncoupled Markov chains with applications to iterative methods
• Sharp Entrywise Perturbation Bounds for Markov Chains
• Improved bounds for a condition number for Markov chains
• Sensitivity of Steady States in Networks with Application to Markov Chains and Chemical Reaction Networks
• Stationary distributions of perturbed Markov chains
• Asymptotic Expansions for Stationary Distributions of Perturbed Semi-Markov Processes
• Response and sensitivity using Markov chains
• Markov chain sensitivity measured by mean first passage times
• Perturbation analysis of continuous‐time absorbing Markov chains
• Transition matrices for well-conditioned Markov chains
• Title not available (Why is that?)
• Strong stability and perturbation bounds for discrete Markov chains
• Sufficient conditions for ergodic sensitivity
• Regular Markov chains for which the transition matrix has large exponent

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