Entrywise perturbation theory and error analysis for Markov chains
نویسندگان
چکیده
منابع مشابه
A Perturbation Theory for Ergodic Properties of Markov Chains
Perturbations to Markov chains and Markov processes are considered. The unperturbed problem is assumed to be geometrically er-godic in the sense usually established through use of Foster-Lyapunov drift conditions. The perturbations are assumed to be uniform, in a weak sense, on bounded time intervals. The long-time behaviour of the perturbed chain is studied. Applications are given to numerical...
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ژورنال
عنوان ژورنال: Numerische Mathematik
سال: 1993
ISSN: 0029-599X,0945-3245
DOI: 10.1007/bf01385743