BLOCKWISE PERTURBATION THEORY FOR 2 × 2 BLOCK MARKOV CHAINS

• 来源期刊: 计算数学（英文版）
• 关键词: Blockwise perturbation Markov chains stationary distribution error bound
• 年，卷（期）: 2000,（3）
• 页码范围: 305-312
• 页数: 8页
• 语种: 英文

摘要

Let P be a transition matrix of a Markov chain and be of the form The stationary distribution πT is partitioned conformally in the form (π1T, π2T).This paper establish the relative error bound in πiT (i ＝ 1, 2) when each block Pij get a small relative perturbation.