Perturbed Markov Chains

Nicolas Vieille () and Eilon Solan ()

No 757, HEC Research Papers Series from HEC Paris

Abstract: We obtain results on the sensitivity of the invariant measure and other statistical quantities of a Markov chain with respect to perturbations of the transition matrix. We use graph-theoretic techniques, in contrast with the matrix analysis techniques previously used.

Keywords: perturbed markov chains; conductance (search for similar items in EconPapers)
JEL-codes: C44 (search for similar items in EconPapers)
Pages: 19 pages
Date: 2002-02-24
New Economics Papers: this item is included in nep-ecm
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Citations: View citations in EconPapers (2)

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Related works:
Working Paper: Perturbed Markov chains (2003)
Working Paper: Perturbed Markov Chains (2002)
Working Paper: Perturbed Markov Chains (2002)
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Persistent link: https://EconPapers.repec.org/RePEc:ebg:heccah:0757

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