Article ID Journal Published Year Pages File Type
4602600 Linear Algebra and its Applications 2008 7 Pages PDF
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.

Related Topics
Physical Sciences and Engineering Mathematics Algebra and Number Theory