Strong Stability and Perturbation Bounds for Discrete Markov Chains

نویسندگان

  • Boualem RABTA
  • Djamil AÏSSANI
چکیده

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.

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تاریخ انتشار 2007