On the Sensitivity of the Solution of Nearly Uncoupled Markov Chains

DOI10.1137/0614075zbMath0780.60068OpenAlexW2085041456MaRDI QIDQ3142616

Guo-Dong Zhang

Publication date: 20 December 1993

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0614075

zbMATH Keywords

sensitivitystochastic matrixperturbation boundsnearly uncoupled Markov chain

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Numerical computation of matrix norms, conditioning, scaling (65F35) Stochastic matrices (15B51)

Related Items (2)

A direct projection method for Markov chains ⋮ Blockwise perturbation theory for nearly uncoupled Markov chains and its application

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