Perturbation results for nearly uncoupled Markov chains with applications to iterative methods

DOI10.1007/BF01385739zbMath0792.65027MaRDI QIDQ1326392

Jesse L. Barlow

Publication date: 31 July 1994

Published in: Numerische Mathematik (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/133722

zbMATH Keywords

stopping criteriaeigenvectorerror boundsGaussian eliminationnearly uncoupled Markov chainsstructured error bounds

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Probabilistic methods, stochastic differential equations (65C99)

Related Items (4)

Asymptotic Expansions for Stationary Distributions of Perturbed Semi-Markov Processes ⋮ A direct projection method for Markov chains ⋮ Blockwise perturbation theory for nearly uncoupled Markov chains and its application ⋮ Stationary distributions and mean first passage times of perturbed Markov chains

Cites Work

• On a Rayleigh-Ritz refinement technique for nearly uncoupled stochastic matrices
• On a direct method for the solution of nearly uncoupled Markov chains
• Sensitivity of the stationary distribution vector for an ergodic Markov chain
• A contribution to the theory of condition
• Regenerative Analysis and Steady State Distributions for Markov Chains
• On the Smallest Positive Singular Value of a Singular M-Matrix with Applications to Ergodic Markov Chains
• Derivatives and Perturbations of Eigenvectors
• The Role of the Group Generalized Inverse in the Theory of Finite Markov Chains
• Perturbation theory and finite Markov chains
• Error Bounds for Approximate Invariant Subspaces of Closed Linear Operators

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