Markov chain sensitivity measured by mean first passage times

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)

zbMATH Keywords

stationary probabilitiesrelative bounds on local perturbation

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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

Cites Work

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• An alternative expression for the mean first passage matrix
• Entrywise perturbation theory and error analysis for Markov chains
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• Sensitivity of finite Markov chains under perturbation
• Using the QR Factorization and Group Inversion to Compute, Differentiate, and Estimate the Sensitivity of Stationary Probabilities for Markov Chains
• Perturbation of the stationary distribution measured by ergodicity coefficients
• Derivatives and Perturbations of Eigenvectors
• Finite Continuous Time Markov Chains
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• Sensitivity of the Stationary Distribution of a Markov Chain
• Uniform Stability of Markov Chains
• Cutpoint Decoupling and First Passage Times for Random Walks on Graphs
• Perturbation bounds for the stationary probabilities of a finite Markov chain
• Perturbation theory and finite Markov chains

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