Year: 2000
Author: Jun-Gong Xue, Wei-Guo Gao
Journal of Computational Mathematics, Vol. 18 (2000), Iss. 3 : pp. 305–312
Abstract
Let P be a transition matrix of a Markov chain and be of the form $$P=\Bigg( \begin{matrix} P_{11} &P_{12} \\ P_{21} &P_{22} \end{matrix} \Bigg).$$ The stationary distribution $π^T$ is partitioned conformally in the form $(π^T_1, π^T_2)$. This paper establish the relative error bound in $π^T_i (i=1,2)$ when each block $P_{ij}$ get a small relative perturbation.
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Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/2000-JCM-9044
Journal of Computational Mathematics, Vol. 18 (2000), Iss. 3 : pp. 305–312
Published online: 2000-01
AMS Subject Headings:
Copyright: COPYRIGHT: © Global Science Press
Pages: 8
Keywords: Blockwise perturbation Markov chains stationary distribution error bound.