Markov chain sensitivity measured by mean first passage times
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Publication:1587271
DOI10.1016/S0024-3795(99)00263-3zbMath0968.60066WikidataQ126550574 ScholiaQ126550574MaRDI QIDQ1587271
Grace E. Cho, Carl D. jun. Meyer
Publication date: 10 January 2001
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
Related Items (26)
ASYMPTOTIC VARIANCE OF PASSAGE TIME ESTIMATORS IN MARKOV CHAINS ⋮ A divide and conquer approach to computing the mean first passage matrix for Markov chains via Perron complement reductions ⋮ Acute perturbation of the group inverse ⋮ Transition matrices for well-conditioned Markov chains ⋮ The Kemeny constant for finite homogeneous ergodic Markov chains ⋮ On the inverse mean first passage matrix problem and the inverse \(M\)-matrix problem ⋮ Unnamed Item ⋮ Markov chain small-world model with asymmetry: a unified and multivariate perspective ⋮ Online Regret Bounds for Markov Decision Processes with Deterministic Transitions ⋮ Average case analysis of the Markov chain small-world model ⋮ Improved bounds for a condition number for Markov chains ⋮ Maximizing PageRank via outlinks ⋮ On optimal condition numbers for Markov chains ⋮ Approximation schemes for stochastic mean payoff games with perfect information and few random positions ⋮ Strong stability and perturbation bounds for discrete Markov chains ⋮ New perturbation bounds for denumerable Markov chains ⋮ On single and double Soules matrices ⋮ Comparison of perturbation bounds for the stationary distribution of a Markov chain ⋮ Mixing times with applications to perturbed Markov chains ⋮ Random walks and flights over connected graphs and complex networks ⋮ A Structured Condition Number for Kemeny's Constant ⋮ A new decision making model based on rank centrality for GDM with fuzzy preference relations ⋮ Dobrushin Conditions and Systematic Scan ⋮ Proximity in group inverses of M-matrices and inverses of diagonally dominant M-matrices ⋮ Stationary distributions and mean first passage times of perturbed Markov chains ⋮ Sharp Entrywise Perturbation Bounds for Markov Chains
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