Perturbed Markov Chains

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dc.creatorSolan, Eilon
dc.creatorVieille, Nicolas
dc.date2003-06-17
dc.date.accessioned2026-07-07T04:58:59Z
dc.date.available2026-07-07T04:58:59Z
dc.descriptionWe study irreducible time-homogenous Markov chains with finite state space in discrete time. We obtain results on the sensitivity of the stationary distribution and other statistical quantities with respect to perturbations of the transition matrix. We define a new closeness relation between transition matrices, and use graph-theoretic techniques, in contrast with the matrix analysis techniques previously used.
dc.description22 pages
dc.identifierhttps://arxiv.org/abs/math/0306248
dc.identifierhttp://arxiv.org/abs/math/0306248
dc.identifierJournal of Applied Probability, 2003, 40, 107-122
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/67806
dc.subjectProbability
dc.subject60J10; 60F10
dc.titlePerturbed Markov Chains
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