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

DOI10.1002/NLA.339zbMATH Open1071.65504OpenAlexW2081765494MaRDI QIDQ5317902FDOQ5317902

Authors: M. Neumann, Jianhong Xu 

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

Recommendations

• The computation of stationary distributions of Markov chains through perturbations
• Perturbation bounds for the stationary probabilities of a finite Markov chain
• scientific article; zbMATH DE number 1552337
• Perturbation bounds for the stationary distributions of Markov chains
• The computation of key properties of Markov chains via perturbations
• On an algorithm for calculating stationary probabilities of the Markov chains
• Probabilistic approach to computational algorithms for finding stationary distributions of Markov chains
• Comparison of perturbation bounds for the stationary distribution of a Markov chain
• Iterative Methods for Computing Stationary Distributions of Nearly Completely Decomposable Markov Chains
• Publication:4945338

zbMATH Keywords

stochastic matricescondition numbersgroup inversesPerron complements

Mathematics Subject Classification ID

Numerical analysis or methods applied to Markov chains (65C40) Numerical computation of matrix norms, conditioning, scaling (65F35)

Cites Work

• Non-negative matrices and Markov chains.
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Entrywise relative perturbation theory for nonsingular \(M\)-matrices and applications
• An upper bound on algebraic connectivity of graphs with many cutpoints
• Title not available (Why is that?)

Cited In (9)

• Stationary distributions and mean first passage times of perturbed Markov chains
• The computation of stationary distributions of Markov chains through perturbations
• A Markov chain representation of the normalized Perron-Frobenius eigenvector
• A divide and conquer approach to computing the mean first passage matrix for Markov chains via Perron complement reductions
• 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
• Proximity in group inverses of M-matrices and inverses of diagonally dominant M-matrices
• Properties for the Perron complement of three known subclasses of \(H\)-matrices
• A representation for the Drazin inverse of block matrices with a singular generalized Schur complement

This page was built for publication: On the stability of the computation of the stationary probabilities of Markov chains using Perron complements

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5317902)