Perturbation and Inverse Problems of Stochastic Matrices
DOI10.1137/22M1489162OpenAlexW4391651278WikidataQ128381767 ScholiaQ128381767MaRDI QIDQ6154932FDOQ6154932
Authors: Joost Berkhout, Bernd Heidergott, Paul van Dooren
Publication date: 16 February 2024
Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/22m1489162
Recommendations
- Assigning stationary distributions to sparse stochastic matrices
- Stationary distributions of perturbed Markov chains
- Perturbation analysis for stationary distributions of Markov chains with damping component
- On the perturbation of Markov chains with nearly transient states
- Conditioning properties of the stationary distribution for a Markov chain
Random matrices (algebraic aspects) (15B52) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Perturbations in control/observation systems (93C73) Mathematical programming (90Cxx)
Cites Work
- The pseudo-marginal approach for efficient Monte Carlo computations
- Perturbation theory and finite Markov chains
- Ergodicity coefficients defined by vector norms
- Perturbation bounds for quantum Markov processes and their fixed points
- Sensitivity and convergence of uniformly ergodic Markov chains
- Social and economic networks.
- On perturbation bounds for the joint stationary distribution of multivariate Markov chain models.
- Row-stochastic matrices with a common left fixed vector
- Error and Perturbation Bounds for Subspaces Associated with Certain Eigenvalue Problems
- Eigenvalue estimates for the resolvent of a non-normal matrix
- The Condition of a Finite Markov Chain and Perturbation Bounds for the Limiting Probabilities
- Title not available (Why is that?)
- Taylor series expansions for stationary Markov chains
- SERIES EXPANSIONS FOR FINITE-STATE MARKOV CHAINS
- Noisy Monte Carlo: convergence of Markov chains with approximate transition kernels
- A Google-like model of road network dynamics and its application to regulation and control
- Maximizing PageRank via outlinks
- Robust Intervention in Probabilistic Boolean Networks
- Stationary vectors of stochastic matrices subject to combinatorial constraints
- Comparison of perturbation bounds for the stationary distribution of a Markov chain
- Improved bounds for a condition number for Markov chains
- On a question concerning condition numbers for Markov chains
- Estimates for the deviations of the transition characteristics of nonhomogeneous Markov processes
- Sensitivity of hidden Markov models
- Sensitivity analysis of discrete Markov chains via matrix calculus
- First-order perturbation theory for eigenvalues and eigenvectors
- A critical account of perturbation analysis of Markov chains
- New perturbation bounds for denumerable Markov chains
Cited In (1)
This page was built for publication: Perturbation and Inverse Problems of Stochastic Matrices
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6154932)