Sensitivity of finite Markov chains under perturbation
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Cites work
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- Coefficients of ergodicity: structure and applications
- Discrete Dynamic Programming
- Explicit forms for ergodicity coefficients and spectrum localization
- Finite Continuous Time Markov Chains
- Non-negative matrices and Markov chains. 2nd ed
- Perturbation of the stationary distribution measured by ergodicity coefficients
- Perturbation theory and finite Markov chains
- Sensitivity of the stationary distribution vector for an ergodic Markov chain
Cited in
(29)- Response operators for Markov processes in a finite state space: radius of convergence and link to the response theory for axiom A systems
- New perturbation bounds for denumerable Markov chains
- Stationary distributions and mean first passage times of perturbed Markov chains
- scientific article; zbMATH DE number 510826 (Why is no real title available?)
- Uniform Stability of Markov Chains
- Sensitivity analysis of discrete Markov chains via matrix calculus
- Sensitivity to perturbation of the stationary distribution: Some refinements
- Comparison of perturbation bounds for the stationary distribution of a Markov chain
- Acute perturbation of the group inverse
- Perturbation of the stationary distribution measured by ergodicity coefficients
- The spectral gap and perturbation bounds for reversible continuous-time Markov chains
- Applications of Paz's inequality to perturbation bounds for Markov chains
- scientific article; zbMATH DE number 6520784 (Why is no real title available?)
- Asymptotic expansions for stationary distributions of perturbed semi-Markov processes
- Improved bounds for a condition number for Markov chains
- Response and sensitivity using Markov chains
- Markov chain sensitivity measured by mean first passage times
- Markov chains: ergodicity in time-discrete cases
- Perturbation analysis of continuous‐time absorbing Markov chains
- Sensitivity of the stationary distributions of denumerable Markov chains
- Sensitivity of the stationary distribution vector for an ergodic Markov chain
- Sensitivity analysis of group inverse in Markov chains
- Mixing time estimation in reversible Markov chains from a single sample path
- Using the QR Factorization and Group Inversion to Compute, Differentiate, and Estimate the Sensitivity of Stationary Probabilities for Markov Chains
- On the variances and covariances of the duration state sizes of semi-Markov systems
- scientific article; zbMATH DE number 7446610 (Why is no real title available?)
- Approximating physical invariant measures of mixing dynamical systems in higher dimensions
- Regular Markov chains for which the transition matrix has large exponent
- Bounds on the Sensitivity of Generalised Semi-Markov Processes with a Single Generally Distributed Lifetime
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