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