An Approximation to the Stationary Distribution of a Nearly Completely Decomposable Markov Chain and Its Error Analysis

DOI10.1137/0607065MaRDI QIDQ3800832zbMATH OpenOpenAlexFDO

Authors Moshe Haviv

Publication date 1986

Published in SIAM Journal on Algebraic Discrete Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0607065

zbMATH Keywords

approximationsnearly completely decomposable Markov chain

Mathematics Subject Classification ID

Theory of matrix inversion and generalized inverses (15A09) Stochastic matrices (15B51) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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Cites work

• Aggregation of Variables in Dynamic Systems
• Aggregation with an error of O (ε ² )
• An Approximation to the Stationary Distribution of a Nearly Completely Decomposable Markov Chain and Its Error Bound
• Bounds for the Positive Eigenvectors of Nonnegative Matrices and for their Approximations by Decomposition
• Computable Error Bounds for Aggregated Markov Chains
• Error Analysis in Nearly-Completely Decomposable Stochastic Systems
• scientific article; zbMATH DE number 3648910 (Why is no real title available?)
• scientific article; zbMATH DE number 3145626 (Why is no real title available?)
• scientific article; zbMATH DE number 3574935 (Why is no real title available?)
• scientific article; zbMATH DE number 3587957 (Why is no real title available?)
• Perturbation bounds for the stationary probabilities of a finite Markov chain
• Perturbation theory and finite Markov chains
• Resolvent expansions of matrices and applications
• The Role of the Group Generalized Inverse in the Theory of Finite Markov Chains

Cited in

(8)

• Upper bounds on the maximum modulus of subdominant eigenvalues of nonnegative matrices
• Estimating equilibrium probabilities for band diagonal Markov chains using aggregation and disaggregation techniques
• Asymptotic expansions for stationary distributions of perturbed semi-Markov processes
• scientific article; zbMATH DE number 3858113 (Why is no real title available?)
• An Approximation to the Stationary Distribution of a Nearly Completely Decomposable Markov Chain and Its Error Bound
• scientific article; zbMATH DE number 1208668 (Why is no real title available?)
• Near Complete Decomposability: Bounding the Error by a Stochastic Comparison Method
• Geometric bounds on iterative approximations for nearly completely decomposable Markov chains

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