Sensitivity of the stationary distribution vector for an ergodic Markov chain

DOI10.1016/0024-3795(86)90210-7MaRDI QIDQ1069213zbMATH OpenOpenAlexFDO

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

(36)

• 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
• Sensitivity to perturbation of the stationary distribution: Some refinements
• Convergent Iterations for Computing Stationary Distributions of Markov Chains
• Stationary distribution and perturbation bounds for a stochastic inventory model
• Comparison of perturbation bounds for the stationary distribution of a Markov chain
• 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
• Robust observer design in Markovian randomly switched linear systems
• A special stochastic decision problem
• Asymptotic expansions for stationary distributions of perturbed semi-Markov processes
• Blockwise perturbation theory for nearly uncoupled Markov chains and its application
• Generalized inverses of matrices: a perspective of the work of Penrose
• Cut-off phenomenon for converging processes in the sense of \(\alpha\)-divergence measures
• On perturbation bounds for the joint stationary distribution of multivariate Markov chain models.
• An Arnoldi-type algorithm for computing Page Rank
• Perturbation results for nearly uncoupled Markov chains with applications to iterative methods
• Improved bounds for a condition number for Markov chains
• Stationary distributions of perturbed Markov chains
• Sensitivity of Steady States in Networks with Application to Markov Chains and Chemical Reaction Networks
• Response and sensitivity using Markov chains
• Markov chain sensitivity measured by mean first passage times
• Perturbation analysis of continuous‐time absorbing Markov chains
• Sensitivity analysis of group inverse in Markov chains
• Transition matrices for well-conditioned Markov chains
• 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 7446610 (Why is no real title available?)
• Strong stability and perturbation bounds for discrete Markov chains
• Sharp entrywise perturbation bounds for Markov chains
• Sufficient conditions for ergodic sensitivity
• Regular Markov chains for which the transition matrix has large exponent

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