Perturbation bounds for the stationary probabilities of a finite Markov chain

DOI10.2307/1427341zbMath0559.60055OpenAlexW4239321147MaRDI QIDQ5185800

Ludo van der Heyden, Moshe Haviv

Publication date: 1984

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1427341

zbMATH Keywords

perturbation bounds for the stationary distributionSimon-Ando aggregation technique for approximating the stationary distribution

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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