@Article{JCM-18-3, author = {Xue, Jun-Gong and Wei-Guo, Gao}, title = {Blockwise Perturbation Theory for 2x2 Block Markov Chains}, journal = {Journal of Computational Mathematics}, year = {2000}, volume = {18}, number = {3}, pages = {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.
}, issn = {1991-7139}, doi = {https://doi.org/2000-JCM-9044}, url = {https://global-sci.com/article/85555/blockwise-perturbation-theory-for-2x2-block-markov-chains} }