Year: 2013
East Asian Journal on Applied Mathematics, Vol. 3 (2013), Iss. 1 : pp. 1–17
Abstract
Multivariate Markov chain models have previously been proposed in for studying dependent multiple categorical data sequences. For a given multivariate Markov chain model, an important problem is to study its joint stationary distribution. In this paper, we use two techniques to present some perturbation bounds for the joint stationary distribution vector of a multivariate Markov chain with s categorical sequences. Numerical examples demonstrate the stability of the model and the effectiveness of our perturbation bounds.
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Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/10.4208/eajam.291112.090113a
East Asian Journal on Applied Mathematics, Vol. 3 (2013), Iss. 1 : pp. 1–17
Published online: 2013-01
AMS Subject Headings:
Copyright: COPYRIGHT: © Global Science Press
Pages: 17
Keywords: Multivariate Markov chain models stationary distribution vector condition number relative bound.
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