Title of article :
Markov chain sensitivity measured by mean first passage times Original Research Article
Author/Authors :
Grace E. Cho، نويسنده , , Carl D. Meyer، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2000
Pages :
8
From page :
21
To page :
28
Abstract :
The purpose of this article is to present results concerning the sensitivity of the stationary probabilities for an n-state, time-homogeneous, irreducible Markov chain in terms of the mean first passage times in the chain.
Keywords :
stochastic matrix , stability of a Markov chain , Sensitivityanalysis , Mean first passage times , Markov chains , stationary distribution , perturbation theory , Condition numbers
Journal title :
Linear Algebra and its Applications
Serial Year :
2000
Journal title :
Linear Algebra and its Applications
Record number :
823055
Link To Document :
بازگشت