Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5773011 | Linear Algebra and its Applications | 2017 | 21 Pages |
Abstract
The effect of perturbations of parameters for uniquely convergent imprecise Markov chains is studied. We provide the maximal distance between the distributions of original and perturbed chain and maximal degree of imprecision, given the imprecision of the initial distribution. The bounds on the errors and degrees of imprecision are found for the distributions at finite time steps, and for the stationary distributions as well.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Algebra and Number Theory
Authors
Damjan Å kulj,