Perturbation analysis of continuous‐time absorbing Markov chains

DOI10.1002/NLA.791MaRDI QIDQ4897508zbMATH OpenOpenAlexWikidataFDO

Authors Hal Caswell

Publication date 19 December 2012

Published in Numerical Linear Algebra with Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/nla.791

zbMATH Keywords

demographyperturbation analysismatrix calculusdisease progression modelscontinuous-time absorbing Markov chains

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27)

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Cites work

• scientific article; zbMATH DE number 3145626 (Why is no real title available?)
• scientific article; zbMATH DE number 192992 (Why is no real title available?)
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• Derivative Estimates from Simulation of Continuous-Time Markov Chains
• Estimates of performance sensitivity of a stochastic system
• Finite Continuous Time Markov Chains
• Markov Chain Models in Life Insurance
• Matrix differential calculus with applications to simple, Hadamard, and Kronecker products
• On direct product matrices
• Perturbation analysis for denumerable Markov chains with application to queueing models
• Perturbation theory and finite Markov chains
• Sensitivity of finite Markov chains under perturbation
• Sensitivity of the stationary distribution vector for an ergodic Markov chain
• Stationary distributions and mean first passage times of perturbed Markov chains
• The Role of the Group Generalized Inverse in the Theory of Finite Markov Chains
• The spectral gap and perturbation bounds for reversible continuous-time Markov chains
• Using the QR Factorization and Group Inversion to Compute, Differentiate, and Estimate the Sensitivity of Stationary Probabilities for Markov Chains

Cited in

(8)

• Perturbation analysis of inhomogeneous finite Markov chains
• scientific article; zbMATH DE number 6520784 (Why is no real title available?)
• A guide to calculating habitat-quality metrics to inform conservation of highly mobile species
• A note on the vec operator applied to unbalanced block-structured matrices
• Limiting characteristics of queueing systems with vanishing perturbations
• Occupancy time in sets of states for demographic models
• A perturbation analysis of Markov chains models with time-varying parameters
• Sensitivity analysis of discrete Markov chains via matrix calculus

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