Perturbed Markov Chains

We obtain results on the sensitivity of the invariant measure and other statistical quantities of a Markov chain with respect to perturbations of the transition matrix. We use graph-theoretic techniques, in contrast with the matrix analysis techniques previously used.

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Year of publication:	2002-02-24
Authors:	VIEILLE, Nicolas ; SOLAN, Eilon
Institutions:	HEC Paris (École des Hautes Études Commerciales)
Subject:	perturbed markov chains \| conductance

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Extent:	application/pdf
Series:	Les Cahiers de Recherche.
Type of publication:	Book / Working Paper
Language:	English
Notes:	The text is part of a series Les Cahiers de Recherche - Groupe HEC Number 757 19 pages
Classification:	C44 - Statistical Decision Theory; Operations Research
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005011613