STATIONARY DISTRIBUTIONS OF PERTURBED MARKOV-CHAINS

被引：17

作者：

HUNTER, JJ

机构：

[1] Department of Mathematics, Statistics University of Auckland Auckland

来源：

LINEAR ALGEBRA AND ITS APPLICATIONS | 1986年 / 82卷

关键词：

D O I：

10.1016/0024-3795(86)90152-7

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

Techniques for updating the stationary distribution of a finite irreducible Markov chain following a rank one perturbation of its transition matrix are discussed. A variety of situations where such perturbations may arise are presented together with suitable procedures for the derivation of the related stationary distributions. © 1986.

引用

页码：201 / 214

页数：14

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