Mixing times with applications to perturbed Markov chains

DOI10.1016/j.laa.2006.02.008zbMath1099.60048OpenAlexW2032212734MaRDI QIDQ2497948

Jeffrey J. Hunter

Publication date: 4 August 2006

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

Full work available at URL: https://doi.org/10.1016/j.laa.2006.02.008

zbMATH Keywords

perturbationstationary distributiontime to mixing

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Numerical computation of matrix norms, conditioning, scaling (65F35) Stochastic matrices (15B51)

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Cites Work

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• Generalized inverses and their application to applied probability problems
• Markov chain sensitivity measured by mean first passage times
• Stationary distributions and mean first passage times of perturbed Markov chains
• Perturbation of the stationary distribution measured by ergodicity coefficients
• Finite Continuous Time Markov Chains
• The Condition of a Finite Markov Chain and Perturbation Bounds for the Limiting Probabilities
• The Role of the Group Generalized Inverse in the Theory of Finite Markov Chains
• Computation of the stationary distribution of a markov chain
• The Maclaurin series for performance functions of Markov chains
• Perturbation theory and finite Markov chains
• Comparison of perturbation bounds for the stationary distribution of a Markov chain

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