Article ID Journal Published Year Pages File Type
5773011 Linear Algebra and its Applications 2017 21 Pages PDF
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
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