Perturbed Markov Chains

Eilon Solan (eilons@post.tau.ac.il) and Nicolas Vieille (vieille@hec.fr)

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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)
Date: 2002-02-24
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Citations: View citations in EconPapers (2)

Published in 2002

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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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