Uniform Stability of Markov Chains
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Publication:4313365
DOI10.1137/S0895479892237562zbMath0809.65144MaRDI QIDQ4313365
Ilse C. F. Ipsen, Carl D. jun. Meyer
Publication date: 16 November 1994
Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)
stabilitysensitivity analysiscondition numbersstochastic matrixperturbation boundsstationary probabilitiesfinite irreducible Markov chain
Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Numerical computation of matrix norms, conditioning, scaling (65F35) Stochastic matrices (15B51) Conditioning of matrices (15A12) Probabilistic methods, stochastic differential equations (65C99)
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