Markov chain sensitivity measured by mean first passage times
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Publication:1587271
DOI10.1016/S0024-3795(99)00263-3zbMATH Open0968.60066WikidataQ126550574 ScholiaQ126550574MaRDI QIDQ1587271FDOQ1587271
Authors: Grace E. Cho, Carl D. Meyer 
Publication date: 10 January 2001
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
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Cited In (29)
- On optimal condition numbers for Markov chains
- Sensitivity of the Stationary Distribution of a Markov Chain
- New perturbation bounds for denumerable Markov chains
- Stationary distributions and mean first passage times of perturbed Markov chains
- Maximizing PageRank via outlinks
- On the inverse mean first passage matrix problem and the inverse \(M\)-matrix problem
- Random walks and flights over connected graphs and complex networks
- Comparison of perturbation bounds for the stationary distribution of a Markov chain
- Acute perturbation of the group inverse
- Approximation schemes for stochastic mean payoff games with perfect information and few random positions
- A divide and conquer approach to computing the mean first passage matrix for Markov chains via Perron complement reductions
- ASYMPTOTIC VARIANCE OF PASSAGE TIME ESTIMATORS IN MARKOV CHAINS
- Mixing times with applications to perturbed Markov chains
- On single and double Soules matrices
- Improved bounds for a condition number for Markov chains
- A new decision making model based on rank centrality for GDM with fuzzy preference relations
- Markov chain small-world model with asymmetry: a unified and multivariate perspective
- Online Regret Bounds for Markov Decision Processes with Deterministic Transitions
- A structured condition number for Kemeny's constant
- Sensitivity of the stationary distribution vector for an ergodic Markov chain
- Transition matrices for well-conditioned Markov chains
- Minimising the largest mean first passage time of a Markov chain: the influence of directed graphs
- Proximity in group inverses of M-matrices and inverses of diagonally dominant M-matrices
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- The Kemeny constant for finite homogeneous ergodic Markov chains
- Dobrushin Conditions and Systematic Scan
- Sharp entrywise perturbation bounds for Markov chains
- Strong stability and perturbation bounds for discrete Markov chains
- Average case analysis of the Markov chain small-world model
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