Sensitivity of the stationary distributions of denumerable Markov chains
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DOI: 10.1016/j.spl.2020.108866
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References listed on IDEAS
- Gibson, Diana & Seneta, E., 1987. "Monotone infinite stochastic matrices and their augmented truncations," Stochastic Processes and their Applications, Elsevier, vol. 24(2), pages 287-292, May.
- Seneta, E., 1993. "Sensitivity of finite Markov chains under perturbation," Statistics & Probability Letters, Elsevier, vol. 17(2), pages 163-168, May.
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Keywords
Stationary distribution; Perturbation; Ergodic coefficients; Denumerable Markov chains;All these keywords.
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