Add to ORKGWe obtain results on the sensitivity of the invariant measure and other statistical quantities of a Markov chain with respect to pertur-bations of the transition matrix. We use graph-theoretic techniques, in contrast with the matrix analysis techniques previously used
Transition matrices are widely used in spatial demographic modelling. In this paper, perturbations i...
AbstractWe discuss the State Reduction/GTH (Grassmann, Taksar, Heyman) algorithm for recursively fin...
This paper deals with the computation of invariant measures and stationary expectations for discrete...
Cahier de Recherche du Groupe HEC Paris, n° 757We obtain results on the sensitivity of the invariant...
We study irreducible time-homogenous Markov chains with finite state space in discrete time. We obta...
Abstract. For many Markov chains of practical interest, the invariant distri-bution is extremely sen...
Abstract: Markov chains are useful to model various complex systems. In numerous situations, the und...
We provide algorithms to compute the performance derivatives of Markov chains with respect to change...
This paper presents different methods for computing the k-transition probability matrix pk for small...
summary:Sensitivity analysis of irreducible Markov chains considers an original Markov chain with tr...
AbstractTechniques for updating the stationary distribution of a finite irreducible Markov chain fol...
Two fundamental concepts and quantities, realization factors and performance potentials, are introdu...
AbstractThe sensitivity of the unique stationary distribution of a finite Markov chain which has a s...
Transition matrices are widely used in spatial demographic modelling. In this paper, perturbations i...
Transition matrices are widely used in spatial demographic modelling. In this paper, perturbations i...
Transition matrices are widely used in spatial demographic modelling. In this paper, perturbations i...
AbstractWe discuss the State Reduction/GTH (Grassmann, Taksar, Heyman) algorithm for recursively fin...
This paper deals with the computation of invariant measures and stationary expectations for discrete...
Cahier de Recherche du Groupe HEC Paris, n° 757We obtain results on the sensitivity of the invariant...
We study irreducible time-homogenous Markov chains with finite state space in discrete time. We obta...
Abstract. For many Markov chains of practical interest, the invariant distri-bution is extremely sen...
Abstract: Markov chains are useful to model various complex systems. In numerous situations, the und...
We provide algorithms to compute the performance derivatives of Markov chains with respect to change...
This paper presents different methods for computing the k-transition probability matrix pk for small...
summary:Sensitivity analysis of irreducible Markov chains considers an original Markov chain with tr...
AbstractTechniques for updating the stationary distribution of a finite irreducible Markov chain fol...
Two fundamental concepts and quantities, realization factors and performance potentials, are introdu...
AbstractThe sensitivity of the unique stationary distribution of a finite Markov chain which has a s...
Transition matrices are widely used in spatial demographic modelling. In this paper, perturbations i...
Transition matrices are widely used in spatial demographic modelling. In this paper, perturbations i...
Transition matrices are widely used in spatial demographic modelling. In this paper, perturbations i...
AbstractWe discuss the State Reduction/GTH (Grassmann, Taksar, Heyman) algorithm for recursively fin...
This paper deals with the computation of invariant measures and stationary expectations for discrete...