Article ID Journal Published Year Pages File Type
4621927 Journal of Mathematical Analysis and Applications 2007 13 Pages PDF
Abstract

In this note we characterize regular perturbations of finite state Markov chains in terms of continuity properties of its fundamental matrix. A perturbation turns out to be regular if and only if the fundamental matrix can be approximated by the discounted deviation from stationarity for small perturbation parameters. We also give bounds to asses the quality of the approximation.

Related Topics
Physical Sciences and Engineering Mathematics Analysis