Sensitivity analysis of group inverse in Markov chains
From MaRDI portal
Publication:3072876
zbMATH Open1224.60173MaRDI QIDQ3072876FDOQ3072876
Authors: Xiao Jiang
Publication date: 5 February 2011
Recommendations
- Sensitivity of the stationary distribution vector for an ergodic Markov chain
- Sensitivity of finite Markov chains under perturbation
- Using the QR Factorization and Group Inversion to Compute, Differentiate, and Estimate the Sensitivity of Stationary Probabilities for Markov Chains
- scientific article
- On Group Inverses of Matrices with Order and Rank Perturbations
Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stochastic matrices (15B51)
Cited In (2)
This page was built for publication: Sensitivity analysis of group inverse in Markov chains
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3072876)