Conditioning properties of the stationary distribution for a Markov chain
The electronic journal of linear algebra, Tome 10 (2003), pp. 1-15.

Voir la notice de l'article provenant de la source Electronic Library of Mathematics

Summary: Let T be an irreducible stochastic matrix with stationary vector ijT . The conditioning of ijT under perturbation of T is discussed by providing an attainable upper bound on the absolute value of the derivative of each entry in ijT with respect to a given perturbation matrix. Connections are made with an existing condition number for ijT , and the results are applied to the class of Markov chains arising from a random walk on a tree.
Classification : 15A51, 15A18, 65F35, 60J10
Keywords: stochastic matrix, stationary vector, condition number
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     title = {Conditioning properties of the stationary distribution for a {Markov} chain},
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Kirkland, Steve. Conditioning properties of the stationary distribution for a Markov chain. The electronic journal of linear algebra, Tome 10 (2003), pp. 1-15. http://geodesic.mathdoc.fr/item/ELA_2003__10__a24/