Sensitivity of the stationary distributions of denumerable Markov chains

DOI10.1016/J.SPL.2020.108866MaRDI QIDQ2216944zbMATH OpenOpenAlexFDO

Authors Juan Alberto Rojas Cruz

Publication date 18 December 2020

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2020.108866

zbMATH Keywords

denumerable Markov chainsergodic coefficientsperturbationstationary distribution

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Computational methods in Markov chains (60J22)

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Cites work

• A critical account of perturbation analysis of Markov chains
• A unified perturbation analysis framework for countable Markov chains
• Augmented truncations of infinite stochastic matrices
• Comparison of perturbation bounds for the stationary distribution of a Markov chain
• Ergodicity coefficients defined by vector norms
• Error bounds for augmented truncation approximations of Markov chains via the perturbation method
• scientific article; zbMATH DE number 3519671 (Why is no real title available?)
• New perturbation bounds for denumerable Markov chains
• On optimal condition numbers for Markov chains
• Perturbation analysis for denumerable Markov chains with application to queueing models
• Perturbation bounds for the stationary distributions of Markov chains
• Perturbation of the stationary distribution measured by ergodicity coefficients
• Sensitivity and convergence of uniformly ergodic Markov chains
• Sensitivity of finite Markov chains under perturbation
• Stochastic processes. A survey of the mathematical theory

Cited in

(6)

• Sensitivity of finite Markov chains under perturbation
• New perturbation bounds for denumerable Markov chains
• Perturbation of the stationary distribution measured by ergodicity coefficients
• Bounds on the Sensitivity of Generalised Semi-Markov Processes with a Single Generally Distributed Lifetime
• Perturbation bounds for the stationary distributions of Markov chains
• Sensitivity and convergence of uniformly ergodic Markov chains

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