On perturbation bounds for continuous-time Markov chains

DOI10.1016/J.SPL.2014.01.031MaRDI QIDQ2453875zbMATH OpenOpenAlexFDO

Authors V. Yu. Korolev, Alexander I. Zejfman

Publication date 11 June 2014

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

Full work available at URL https://doi.org/10.1016/j.spl.2014.01.031

zbMATH Keywords

continuous-time Markov chainsinhomogeneous Markov chainsperturbation boundsspecial norms

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Continuous-time Markov processes on discrete state spaces (60J27) Applications of continuous-time Markov processes on discrete state spaces (60J28)

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Cited in

(33)

• Stability of birth-and-death processes
• Perturbation results for nearly uncoupled Markov chains with applications to iterative methods
• A note on entrywise perturbation theory for Markov chains
• Lower bounds for the rate of convergence for continuous-time inhomogeneous Markov chains with a finite state space
• Bounds on the rate of convergence for one class of inhomogeneous Markovian queueing models with possible batch arrivals and services
• On limiting characteristics for a non-stationary two-processor heterogeneous system
• On three methods for bounding the rate of convergence for some continuous-time Markov chains
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• On truncations for a retrial queueing model
• Strong stability and perturbation bounds for discrete Markov chains
• Perturbation analysis for continuous-time Markov chains
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• Series expansions for continuous-time Markov processes
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• Entrywise perturbation theory for rate matrices of GI/M/1 type Markov chains
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• Perturbation bounds for the stationary probabilities of a finite Markov chain
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