Strong stability and perturbation bounds for discrete Markov chains (bibtex)

by B. Rabta and D. Aïssani

Abstract:

We consider the stability problem of discrete Markov chains when their transition matrices are perturbed. For finite irreducible Markov chains many perturbation bounds for the stationary vector are available. In this paper, we identify a condition under which these bounds are carried over to discrete irreducible Markov chains which are not finite.

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Reference:

Strong stability and perturbation bounds for discrete Markov chains (B. Rabta and D. Aïssani), In Linear Algebra and its Applications, Elsevier B.V., volume 428, 2008.

Bibtex Entry:

@ARTICLE{Rabta20081921,
  author = {B. Rabta and D. A{\"i}ssani},
  title = {Strong stability and perturbation bounds for discrete Markov chains},
  journal = {Linear Algebra and its Applications},
  publisher = {Elsevier B.V.},
  year = {2008},
  volume = {428},
  pages = {1921 - 1927},
  number = {8 - 9},
  abstract = {We consider the stability problem of discrete Markov chains when their
	transition matrices are perturbed. For finite irreducible Markov
	chains many perturbation bounds for the stationary vector are available.
	In this paper, we identify a condition under which these bounds are
	carried over to discrete irreducible Markov chains which are not
	finite.},
  doi = {10.1016/j.laa.2007.10.036},
  issn = {0024-3795},
  keywords = {Markov chain},
  gsid = {12616023679563724867},
  mr = {2401628},
  zbl = {1134.60360},
  url = {http://www.sciencedirect.com/science/article/pii/S0024379507005022}
}