Skip to Main content Skip to Navigation
Reports

Perturbed Markov Chains

Abstract : 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.
Complete list of metadata

https://hal-hec.archives-ouvertes.fr/hal-00593647
Contributor : Antoine Haldemann Connect in order to contact the contributor
Submitted on : Monday, May 16, 2011 - 7:59:34 PM
Last modification on : Saturday, June 25, 2022 - 10:52:00 AM

Identifiers

  • HAL Id : hal-00593647, version 1

Collections

HEC | CNRS | LARA

Citation

Eilon Solan, Nicolas Vieille. Perturbed Markov Chains. 2002. ⟨hal-00593647⟩

Share

Metrics

Record views

144