Perturbation results for nearly uncoupled Markov chains with applications to iterative methods.
Jesse L. Barlow (1993)
Numerische Mathematik
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Displaying similar documents to “Entrywise perturbation theory and error analysis for Markov chains.”
Perturbation results for nearly uncoupled Markov chains with applications to iterative methods.
On a direct method for the solution of nearly uncoupled Markov chains.
G.W. Stewart, G. Zhang (1991)
Numerische Mathematik
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On the perturbation of Markov chains with nearly transient states.
G.W. Stewart (1993)
Numerische Mathematik
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Simple Markov chains
O. Adelman (1976)
Annales scientifiques de l'Université de Clermont. Mathématiques
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Estimates for perturbations of discounted Markov chains on general spaces
Raúl Montes-de-Oca, Alexander Sakhanenko, Francisco Salem-Silva (2003)
Applicationes Mathematicae
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We analyse a Markov chain and perturbations of the transition probability and the one-step cost function (possibly unbounded) defined on it. Under certain conditions, of Lyapunov and Harris type, we obtain new estimates of the effects of such perturbations via an index of perturbations, defined as the difference of the total expected discounted costs between the original Markov chain and the perturbed one. We provide an example which illustrates our analysis.
Why the Kemeny Time is a constant
Karl Gustafson, Jeffrey J. Hunter (2016)
Special Matrices
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We present a new fundamental intuition forwhy the Kemeny feature of a Markov chain is a constant. This new perspective has interesting further implications.
Error bounds for arbitrary approximations of “nearly reversible” Markov chains and a communications example
Nico M. van Dijk (1997)
Kybernetika
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Conditional Markov chains - construction and properties
Tomasz R. Bielecki, Jacek Jakubowski, Mariusz Niewęgłowski (2015)
Banach Center Publications
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In this paper we study finite state conditional Markov chains (CMCs). We give two examples of CMCs, one which admits intensity, and another one, which does not admit an intensity. We also give a sufficient condition under which a doubly stochastic Markov chain is a CMC. In addition we provide a method for construction of conditional Markov chains via change of measure.
Accurate calculations of Stationary Distributions and Mean First Passage Times in Markov Renewal Processes and Markov Chains
Jeffrey J. Hunter (2016)
Special Matrices
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This article describes an accurate procedure for computing the mean first passage times of a finite irreducible Markov chain and a Markov renewal process. The method is a refinement to the Kohlas, Zeit fur Oper Res, 30, 197–207, (1986) procedure. The technique is numerically stable in that it doesn’t involve subtractions. Algebraic expressions for the special cases of one, two, three and four states are derived.Aconsequence of the procedure is that the stationary distribution of the...