We study irreducible time-homogenous Markov chains with finite state space in discrete time. We obtain results on the sensitivity of the stationary distribution and other statistical quantities with respect to perturbations of the transition matrix. We define a new closeness relation between transition matrices, and use graph-theoretic techniques, in contrast with the matrix analysis techniques previously used
Abstract. In this paper, I will buildup the basic framework of Markov Chains over finite state space...
AbstractThe sensitivity of the unique stationary distribution of a finite Markov chain which has a s...
We consider discrete-time Markov chains with one coffin state and a finite set $S$ of transient stat...
We study irreducible time-homogenous Markov chains with finite state space in discrete time. We obta...
We obtain results on the sensitivity of the invariant measure and other statistical quantities of a ...
Cahier de Recherche du Groupe HEC Paris, n° 757We obtain results on the sensitivity of the invariant...
AbstractTechniques for updating the stationary distribution of a finite irreducible Markov chain fol...
AbstractFor finite irreducible discrete time Markov chains, whose transition probabilities are subje...
In this paper we provide a perturbation analysis of finite time-inhomogeneous Markov processes. We d...
Abstract: Markov chains are useful to model various complex systems. In numerous situations, the und...
AbstractWe consider the stability problem of discrete Markov chains when their transition matrices a...
AbstractA measure of the “mixing time” or “time to stationarity” in a finite irreducible discrete ti...
communicated by I. Pinelis Abstract. For the distribution of a finite, homogeneous, continuous-time ...
Abstract. For many Markov chains of practical interest, the invariant distri-bution is extremely sen...
Computational procedures for the stationary probability distribution, the group inverse of the Marko...
Abstract. In this paper, I will buildup the basic framework of Markov Chains over finite state space...
AbstractThe sensitivity of the unique stationary distribution of a finite Markov chain which has a s...
We consider discrete-time Markov chains with one coffin state and a finite set $S$ of transient stat...
We study irreducible time-homogenous Markov chains with finite state space in discrete time. We obta...
We obtain results on the sensitivity of the invariant measure and other statistical quantities of a ...
Cahier de Recherche du Groupe HEC Paris, n° 757We obtain results on the sensitivity of the invariant...
AbstractTechniques for updating the stationary distribution of a finite irreducible Markov chain fol...
AbstractFor finite irreducible discrete time Markov chains, whose transition probabilities are subje...
In this paper we provide a perturbation analysis of finite time-inhomogeneous Markov processes. We d...
Abstract: Markov chains are useful to model various complex systems. In numerous situations, the und...
AbstractWe consider the stability problem of discrete Markov chains when their transition matrices a...
AbstractA measure of the “mixing time” or “time to stationarity” in a finite irreducible discrete ti...
communicated by I. Pinelis Abstract. For the distribution of a finite, homogeneous, continuous-time ...
Abstract. For many Markov chains of practical interest, the invariant distri-bution is extremely sen...
Computational procedures for the stationary probability distribution, the group inverse of the Marko...
Abstract. In this paper, I will buildup the basic framework of Markov Chains over finite state space...
AbstractThe sensitivity of the unique stationary distribution of a finite Markov chain which has a s...
We consider discrete-time Markov chains with one coffin state and a finite set $S$ of transient stat...