Sensitivity of the stationary distribution vector for an ergodic Markov chain

DOI10.1016/0024-3795(86)90210-7MaRDI QIDQ1069213zbMATHOpenAlexFDO

Authors 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)

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Cited in

(35)

• Sufficient conditions for ergodic sensitivity
• Sensitivity of finite Markov chains under perturbation
• Stationary distribution and perturbation bounds for a stochastic inventory model
• On optimal condition numbers for Markov chains
• Regular Markov chains for which the transition matrix has large exponent
• Sensitivity of Steady States in Networks with Application to Markov Chains and Chemical Reaction Networks
• Perturbation results for nearly uncoupled Markov chains with applications to iterative methods
• Using the QR Factorization and Group Inversion to Compute, Differentiate, and Estimate the Sensitivity of Stationary Probabilities for Markov Chains
• Response and sensitivity using Markov chains
• Applications of Paz's inequality to perturbation bounds for Markov chains
• New perturbation bounds for denumerable Markov chains
• scientific article; zbMATH DE number 7446610 (Why is no real title available?)
• A special stochastic decision problem
• Markov chain sensitivity measured by mean first passage times
• Perturbation analysis of continuous‐time absorbing Markov chains
• Influence of Preconditioning and Blocking on Accuracy in Solving Markovian Models
• Blockwise perturbation theory for nearly uncoupled Markov chains and its application
• Transition matrices for well-conditioned Markov chains
• Sharp entrywise perturbation bounds for Markov chains
• An Arnoldi-type algorithm for computing Page Rank
• Acute perturbation of the group inverse
• Convergent Iterations for Computing Stationary Distributions of Markov Chains
• On perturbation bounds for the joint stationary distribution of multivariate Markov chain models.
• Cut-off phenomenon for converging processes in the sense of \(\alpha\)-divergence measures
• Sensitivity to perturbation of the stationary distribution: Some refinements
• A direct projection method for Markov chains
• Stationary distributions and mean first passage times of perturbed Markov chains
• Sensitivity analysis of group inverse in Markov chains
• Strong stability and perturbation bounds for discrete Markov chains
• Comparison of perturbation bounds for the stationary distribution of a Markov chain
• Generalized inverses of matrices: a perspective of the work of Penrose
• Asymptotic expansions for stationary distributions of perturbed semi-Markov processes
• Sensitivity analysis of discrete Markov chains via matrix calculus
• Stationary distributions of perturbed Markov chains
• Improved bounds for a condition number for Markov chains

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