Transition matrices are widely used in spatial demographic modelling. In this paper, perturbations in the transition matrix of a finite ergodic Markov chain are examined. The effects on the limiting probability vector and on the mean first passage matrix are described. Bounds are presented for the absolute and the relative changes in the mean first passage times. It is shown how the direction of the change in the limiting probabilities may be obtained from the original mean first passage matrix. The results are obtained by application of a single lemma, which expresses the effects of perturbations in a matrix on the Perron vector (that is, the eigenvector associated with the dominant eigenvalue). It is shown how the same approach may also b...
Cahier de Recherche du Groupe HEC Paris, n° 757We obtain results on the sensitivity of the invariant...
In this paper, we apply the Perron-Frobenius theory for non-negative matrices to the analysis of var...
In this thesis, we explore Markov chains with random transition matrices. Such chains are a developm...
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...
AbstractFor finite irreducible discrete time Markov chains, whose transition probabilities are subje...
We study irreducible time-homogenous Markov chains with finite state space in discrete time. We obta...
For an n-state, homogeneous, ergodic Markov chain with a transition matrix T, its stationary distrib...
We obtain results on the sensitivity of the invariant measure and other statistical quantities of a ...
Abstract: Markov chains are useful to model various complex systems. In numerous situations, the und...
ABSTRACT. The ergodic theorems of demography describe the properties of a product of certain nonnega...
Computational procedures for the stationary probability distribution, the group inverse of the Marko...
communicated by I. Pinelis Abstract. For the distribution of a finite, homogeneous, continuous-time ...
The connection between the mean first passage matrix of a finite homogeneous ergodic Markov chain an...
Cahier de Recherche du Groupe HEC Paris, n° 757We obtain results on the sensitivity of the invariant...
In this paper, we apply the Perron-Frobenius theory for non-negative matrices to the analysis of var...
In this thesis, we explore Markov chains with random transition matrices. Such chains are a developm...
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...
AbstractFor finite irreducible discrete time Markov chains, whose transition probabilities are subje...
We study irreducible time-homogenous Markov chains with finite state space in discrete time. We obta...
For an n-state, homogeneous, ergodic Markov chain with a transition matrix T, its stationary distrib...
We obtain results on the sensitivity of the invariant measure and other statistical quantities of a ...
Abstract: Markov chains are useful to model various complex systems. In numerous situations, the und...
ABSTRACT. The ergodic theorems of demography describe the properties of a product of certain nonnega...
Computational procedures for the stationary probability distribution, the group inverse of the Marko...
communicated by I. Pinelis Abstract. For the distribution of a finite, homogeneous, continuous-time ...
The connection between the mean first passage matrix of a finite homogeneous ergodic Markov chain an...
Cahier de Recherche du Groupe HEC Paris, n° 757We obtain results on the sensitivity of the invariant...
In this paper, we apply the Perron-Frobenius theory for non-negative matrices to the analysis of var...
In this thesis, we explore Markov chains with random transition matrices. Such chains are a developm...