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

DOI10.1002/NLA.339MaRDI QIDQ5317902zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

condition numbersgroup inversesPerron complementsstochastic matrices

Mathematics Subject Classification ID

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

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Cites work

• An upper bound on algebraic connectivity of graphs with many cutpoints
• Entrywise relative perturbation theory for nonsingular \(M\)-matrices and applications
• scientific article; zbMATH DE number 3145626 (Why is no real title available?)
• scientific article; zbMATH DE number 3944738 (Why is no real title available?)
• scientific article; zbMATH DE number 19232 (Why is no real title available?)
• scientific article; zbMATH DE number 52076 (Why is no real title available?)
• Non-negative matrices and Markov chains.

Cited in

(10)

• 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
• A Markov chain representation of the normalized Perron-Frobenius eigenvector
• 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
• The computation of stationary distributions of Markov chains through perturbations
• scientific article; zbMATH DE number 640554 (Why is no real title available?)
• A divide and conquer approach to computing the mean first passage matrix for Markov chains via Perron complement reductions
• A representation for the Drazin inverse of block matrices with a singular generalized Schur complement

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