Perturbation analysis for continuous-time Markov chains

被引：0
作者：
LIU YuanYuan
机构：
[1] SchoolofMathematicsandStatistics,CentralSouthUniversity
来源：
Science China(Mathematics) | 2015年 / 58卷 / 12期
关键词：
Markov chains; stationary distribution; perturbation analysis; exponential ergodicity; deviation matrix;
D O I：
暂无
中图分类号：
O211.62 [马尔可夫过程];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We investigate perturbation for continuous-time Markov chains(CTMCs) on a countable state space. Explicit bounds on ?D and D are derived in terms of a drift condition, where ? and D represent the perturbation of the intensity matrices and the deviation matrix, respectively. Moreover, we obtain perturbation bounds on the stationary distributions, which extends the results by Liu(2012) for uniformly bounded CTMCs to general(possibly unbounded) CTMCs. Our arguments are mainly based on the technique of augmented truncations.
引用
收藏
页码：2633 / 2642
页数：10
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