Two Approaches to the Construction of Perturbation Bounds for Continuous-Time Markov Chains

Continuous-Time Markov Chains and Applications: A Singular Perturbation Approach

Feel lonely? What about reading books? Book is one of the greatest friends to accompany while in your lonely time. When you have no friends and activities somewhere and sometimes, reading book can be a great choice. This is not only for spending the time, it will increase the knowledge. Of course the b=benefits to take will relate to what kind of book that you are reading. And now, we will conc...

Continuous Time Markov Chains

Discrete-time Markov chains are useful in simulation, since updating algorithms are easier to construct in discrete steps. They can also be useful as crude models of physical, biological, and social processes. However, in the physical and biological worlds time runs continuously, and so discrete-time mathematical models are not always appropriate. This is especially true in population biology –...

Continuous-time Markov Chains

Strong Stability and Perturbation Bounds for Discrete Markov Chains

We consider the stability problem of discrete Markov chains when their transition matrices are perturbed. For finite irreducible Markov chains many perturbation bounds for the stationary vector are available. In this paper, we identify a condition under which these bounds are carried over to discrete irreducible Markov chains which are not finite.

Continuous-time homogeneous Markov chains