Stationary distributions of perturbed Markov chains
نویسندگان
چکیده
منابع مشابه
Stationary Distributions and Mean First Passage Times of Perturbed Markov Chains
Stationary distributions of perturbed finite irreducible discrete time Markov chains are intimately connected with the behaviour of associated mean first passage times. This interconnection is explored through the use of generalized matrix inverses. Some interesting qualitative results regarding the nature of the relative and absolute changes to the stationary probabilities are obtained togethe...
متن کاملGeneralized Inverses, Stationary Distributions and Mean First Passage Times with applications to Perturbed Markov Chains
Abstract In an earlier paper (Hunter, 2002) it was shown that mean first passage times play an important role in determining bounds on the relative and absolute differences between the stationary probabilities in perturbed finite irreducible discrete time Markov chains. Further when two perturbations of the transition probabilities in a single row are carried out the differences between the sta...
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The objective of this paper is to find the stationary distribution of a certain class of Markov chains arising in a biological population involved in a specific type of evolutionary conflict, known as Parker’s model. In a population of such players, the result of repeated, infrequent, attempted invasions using strategies from 0,1,2, , 1 m , is a Markov chain. The stationary distribution...
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We obtain results on the sensitivity of the invariant measure and other statistical quantities of a Markov chain with respect to perturbations of the transition matrix. We use graph-theoretic techniques, in contrast with the matrix analysis techniques previously used. keywords: Perturbed Markov chains, conductance. Primary subject classification: 60J10 Secondary subject classification: 60F10 ∗M...
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4.1 The Concept of Stochastic Equilibrium . . . . . . . . . . . . . . . . . . . . . . . . . . 1 4.2 Existence of Stationary Distributions for Finite-State Markov Chains . . . . . . . . . 3 4.3 Definitions and Simple Consequences . . . . . . . . . . . . . . . . . . . . . . . . . . . 5 4.4 A Test for Recurrence . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5 4.5 Proving Po...
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ژورنال
عنوان ژورنال: Linear Algebra and its Applications
سال: 1986
ISSN: 0024-3795
DOI: 10.1016/0024-3795(86)90152-7