AbstractThe purpose of this article is to present results concerning the sensitivity of the stationary probabilities for an n-state, time-homogeneous, irreducible Markov chain in terms of the mean first passage times in the chain
In an earlier paper the author introduced the statisticηi j ijπ j m = m = Σ 1 as a measure of the ...
Abstract. For many Markov chains of practical interest, the invariant distri-bution is extremely sen...
Markov chains are useful to model various complex systems. In numerous situations, the underlying Ma...
AbstractThe purpose of this article is to present results concerning the sensitivity of the stationa...
AbstractFor finite irreducible discrete time Markov chains, whose transition probabilities are subje...
AbstractA measure of the “mixing time” or “time to stationarity” in a finite irreducible discrete ti...
This article describes an accurate procedure for computing the mean first passage times of a finite ...
Nearly uncoupled Markov chains (aka nearly completely decomposable Markov chains) arise in a variety...
AbstractStationary distribution vectors p∞ for Markov chains with associated transition matrices T a...
AbstractThe sensitivity of the unique stationary distribution of a finite Markov chain which has a s...
AbstractIn an earlier paper [J.J. Hunter, Mixing times with applications to perturbed Markov chains,...
AbstractThe purpose of this paper is to review and compare the existing perturbation bounds for the ...
Questions are posed regarding the influence that the column sums of the transition probabilities of ...
Computational procedures for the stationary probability distribution, the group inverse of the Marko...
summary:Sensitivity analysis of irreducible Markov chains considers an original Markov chain with tr...
In an earlier paper the author introduced the statisticηi j ijπ j m = m = Σ 1 as a measure of the ...
Abstract. For many Markov chains of practical interest, the invariant distri-bution is extremely sen...
Markov chains are useful to model various complex systems. In numerous situations, the underlying Ma...
AbstractThe purpose of this article is to present results concerning the sensitivity of the stationa...
AbstractFor finite irreducible discrete time Markov chains, whose transition probabilities are subje...
AbstractA measure of the “mixing time” or “time to stationarity” in a finite irreducible discrete ti...
This article describes an accurate procedure for computing the mean first passage times of a finite ...
Nearly uncoupled Markov chains (aka nearly completely decomposable Markov chains) arise in a variety...
AbstractStationary distribution vectors p∞ for Markov chains with associated transition matrices T a...
AbstractThe sensitivity of the unique stationary distribution of a finite Markov chain which has a s...
AbstractIn an earlier paper [J.J. Hunter, Mixing times with applications to perturbed Markov chains,...
AbstractThe purpose of this paper is to review and compare the existing perturbation bounds for the ...
Questions are posed regarding the influence that the column sums of the transition probabilities of ...
Computational procedures for the stationary probability distribution, the group inverse of the Marko...
summary:Sensitivity analysis of irreducible Markov chains considers an original Markov chain with tr...
In an earlier paper the author introduced the statisticηi j ijπ j m = m = Σ 1 as a measure of the ...
Abstract. For many Markov chains of practical interest, the invariant distri-bution is extremely sen...
Markov chains are useful to model various complex systems. In numerous situations, the underlying Ma...
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