Uniform Stability of Markov Chains

DOI10.1137/S0895479892237562MaRDI QIDQ4313365zbMATH OpenFDO

Authors Ilse C. F. Ipsen, Carl D. Meyer

Publication date 16 November 1994

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/S0895479892237562

zbMATH Keywords

sensitivity analysisstabilitystochastic matrixcondition numbersperturbation boundsstationary probabilitiesfinite irreducible Markov chain

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Numerical computation of matrix norms, conditioning, scaling (65F35) Conditioning of matrices (15A12) Stochastic matrices (15B51)

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Cited in

(32)

• On optimal condition numbers for Markov chains
• Sensitivity of the Stationary Distribution of a Markov Chain
• New perturbation bounds for denumerable Markov chains
• Stationary distributions and mean first passage times of perturbed Markov chains
• The jump start power method: a new approach for computing the ergodic projector of a finite Markov chain
• Sensitivity and convergence of uniformly ergodic Markov chains
• Stable states of perturbed Markov chains
• Comparison of perturbation bounds for the stationary distribution of a Markov chain
• Acute perturbation of the group inverse
• Uniform ergodicity and strong stability estimates of homogeneous Markov chains
• A direct projection method for Markov chains
• Applications of Paz's inequality to perturbation bounds for Markov chains
• Quantitative stability estimates in queues with server vacation
• Performance Evaluation in a Queueing System M 2/G/1
• On the structure of stochastic matrices with a subdominant eigenvalue near 1
• Uniformization Stable Markov Models and Their Jordan Algebraic Structure
• Stability and exponential convergence of continuous-time Markov chains
• Learning optimal admission control in partially observable queueing networks
• On perturbation bounds for the joint stationary distribution of multivariate Markov chain models.
• Stability of functionals of perturbed Markov chains under the condition of uniform minorization
• scientific article; zbMATH DE number 879741 (Why is no real title available?)
• Improved bounds for a condition number for Markov chains
• Markov chain sensitivity measured by mean first passage times
• A note on entrywise perturbation theory for Markov chains
• Strong Stability of Queues with Multiple Vacation of the Server
• Minimum property of condition numbers for the Drazin inverse and singular linear equations
• scientific article; zbMATH DE number 7446610 (Why is no real title available?)
• A critical account of perturbation analysis of Markov chains
• Strong stability and perturbation bounds for discrete Markov chains
• Sharp entrywise perturbation bounds for Markov chains
• Performance analysis approximation in a queueing system of type \(M/G/1\)
• Regular Markov chains for which the transition matrix has large exponent

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