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Perturbed Markov Chains

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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.
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Dates and versions

hal-00593647 , version 1 (16-05-2011)

Identifiers

  • HAL Id : hal-00593647 , version 1

Cite

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

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