A note on entrywise perturbation theory for Markov chains

DOI10.1016/S0024-3795(97)80010-9MaRDI QIDQ1361779zbMATH OpenOpenAlexFDO

Authors Jungong Xue

Publication date 28 July 1997

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

Full work available at URL https://doi.org/10.1016/s0024-3795(97)80010-9

zbMATH Keywords

perturbation theorem for Markov chains

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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Cites work

• Entrywise perturbation theory and error analysis for Markov chains
• Uniform Stability of Markov Chains

Cited in

(4)

• Stationary distributions and mean first passage times of perturbed Markov chains
• An incremental off-policy search in a model-free Markov decision process using a single sample path
• On the inverse mean first passage matrix problem and the inverse \(M\)-matrix problem
• Entrywise perturbation theory for rate matrices of GI/M/1 type Markov chains

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