Perturbation Bounds for the Stationary Distributions of Markov Chains
Perturbation Bounds for the Stationary Distributions of Markov Chains
About this item
Full title
Author / Creator
Publisher
Philadelphia: Society for Industrial and Applied Mathematics
Journal title
Language
English
Formats
Publication information
Publisher
Philadelphia: Society for Industrial and Applied Mathematics
Subjects
More information
Scope and Contents
Contents
In this paper, we are interested in investigating the perturbation bounds for the stationary distributions for discrete-time or continuous-time Markov chains on a countable state space. For discrete-time Markov chains, two new normwise bounds are obtained. The first bound is rather easy to obtain since the needed condition, equivalent to uniform er...
Alternative Titles
Full title
Perturbation Bounds for the Stationary Distributions of Markov Chains
Authors, Artists and Contributors
Author / Creator
Identifiers
Primary Identifiers
Record Identifier
TN_cdi_proquest_journals_1095519447
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_journals_1095519447
Other Identifiers
ISSN
0895-4798
E-ISSN
1095-7162
DOI
10.1137/110838753
