A classification of invariant distributions and convergence of imprecise Markov chains

DOI10.1016/j.laa.2013.07.001zbMath1287.60087arXiv1203.3088OpenAlexW2020650921MaRDI QIDQ2435415

Damjan Škulj

Publication date: 19 February 2014

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

Full work available at URL: https://arxiv.org/abs/1203.3088

zbMATH Keywords

imprecise Markov chainaccessibility relationconvergence of imprecise Markov chaininvariant expectation functional

Mathematics Subject Classification ID

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

Related Items (2)

Perturbation bounds and degree of imprecision for uniquely convergent imprecise Markov chains ⋮ Efficient computation of the bounds of continuous time imprecise Markov chains

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• IMPRECISE MARKOV CHAINS AND THEIR LIMIT BEHAVIOR
• On the theory of Markov set-chains

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