On the stability of the computation of the stationary probabilities of Markov chains using Perron complements

DOI10.1002/nla.339zbMath1071.65504MaRDI QIDQ5317902

Jianhong Xu, Michael Neumann

Publication date: 21 September 2005

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

Full work available at URL: https://doi.org/10.1002/nla.339

zbMATH Keywords

stochastic matrices; condition numbers; group inverses; Perron complements

Mathematics Subject Classification ID

65C40: Numerical analysis or methods applied to Markov chains

65F35: Numerical computation of matrix norms, conditioning, scaling

Related Items

A representation for the Drazin inverse of block matrices with a singular generalized Schur complement, Improved bounds for a condition number for Markov chains, A numerical algorithm on the computation of the stationary distribution of a discrete time homogenous finite Markov chain, Properties for the Perron complement of three known subclasses of \(H\)-matrices, Proximity in group inverses of M-matrices and inverses of diagonally dominant M-matrices, Stationary distributions and mean first passage times of perturbed Markov chains

Cites Work

• Entrywise relative perturbation theory for nonsingular \(M\)-matrices and applications
• Non-negative matrices and Markov chains.
• An upper bound on algebraic connectivity of graphs with many cutpoints
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