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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.
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https://hal-hec.archives-ouvertes.fr/hal-00593647
Contributor : Antoine Haldemann <>
Submitted on : Monday, May 16, 2011 - 7:59:34 PM
Last modification on : Thursday, January 11, 2018 - 6:19:32 AM

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  • HAL Id : hal-00593647, version 1

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Citation

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

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