Applications of Paz's inequality to perturbation bounds for Markov chains

被引：32

作者：

Kirkland, SJ

Neumann, M

Shader, BL

机构：

[1] UNIV CONNECTICUT,DEPT MATH,STORRS,CT 06269

[2] UNIV WYOMING,DEPT MATH,LARAMIE,WY 82071

来源：

LINEAR ALGEBRA AND ITS APPLICATIONS | 1998年 / 268卷

基金：

美国国家科学基金会; 加拿大自然科学与工程研究理事会;

关键词：

D O I：

10.1016/S0024-3795(97)00042-6

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In several papers Meyer, singly and with coauthors, established the usefulness of the group generalized inverse in the study and computations of various aspects of Markov chains. Here we are interested in those results which concern bounds on the condition number of the chain and on the error in the computation of the stationary distribution vector. We show that a lemma due to Paz can be used to improve, sometimes by a factor of 2, some of the constants in the bounds obtained in the aforementioned papers. (C) 1998 Elsevier Science Inc.

引用

页码：183 / 196

页数：14

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