Perturbed Markov Chains and Information Networks

DOI10.1007/S11009-020-09815-9arXiv1901.11483MaRDI QIDQ6313367FDOQ6313367

D. S. Silvestrov, C. Engström, Benard Abola, Godwin Kakuba, Sergei Silvestrov, Pitos Seleka Biganda, John Magero Mango

Publication date: 31 January 2019

Abstract: The paper is devoted to studies of perturbed Markov chains commonly used for description of information networks. In such models, the matrix of transition probabilities for the corresponding Markov chain is usually regularised by adding a special damping matrix multiplied by a small damping (perturbation) parameter $varepsilon$. We give effective upper bounds for the rate of approximation for stationary distributions of unperturbed Markov chains by stationary distributions of perturbed Markov chains with regularised matrices of transition probabilities, asymptotic expansions for approximating stationary distributions with respect to damping parameter, as well as explicit upper bounds for the rate of convergence in ergodic theorems for $n$-step transition probabilities in triangular array mode, where perturbation parameter $varepsilono0$ and $noinfty$, simultaneously. The results of numerical experiments are also presented

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Numerical analysis or methods applied to Markov chains (65C40) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stochastic network models in operations research (90B15) Internet topics (68M11)

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