New perturbation bounds for denumerable Markov chains

DOI10.1016/J.LAA.2009.11.020zbMATH Open1190.60063OpenAlexW2056400556MaRDI QIDQ2267397FDOQ2267397

Z. Mouhoubi, D. Aïssani

Publication date: 1 March 2010

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.laa.2009.11.020

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zbMATH Keywords

perturbation boundscountable Markov chainsresidual matrix

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Markov processes (60J99)

Cites Work

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Cited In (14)

• Perturbation analysis for continuous-time Markov chains
• Perturbation bounds for the stationary probabilities of a finite Markov chain
• A unified perturbation analysis framework for countable Markov chains
• Error bounds for augmented truncation approximations of Markov chains via the perturbation method
• Perturbation and Inverse Problems of Stochastic Matrices
• Robustness of iterated function systems of Lipschitz maps
• Title not available (Why is that?)
• Entrywise perturbation theory for rate matrices of GI/M/1 type Markov chains
• Regular Perturbation of V-Geometrically Ergodic Markov Chains
• Perturbation analysis for continuous-time Markov chains in a weak sense
• Sensitivity of the stationary distributions of denumerable Markov chains
• Title not available (Why is that?)
• Strong bounds on perturbations
• Perturbation bounds and degree of imprecision for uniquely convergent imprecise Markov chains

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