Perturbation bounds and degree of imprecision for uniquely convergent imprecise Markov chains

作者：Skulj Damjan^*

来源：Linear Algebra and Its Applications, 2017, 533: 336-356.

DOI：10.1016/j.laa.2017.07.022

• Imprecise Markov chain
• Sensitivity of imprecise Markov chain
• Perturbation of imprecise Markov chains
• Degree of imprecision
• Weak coefficient of ergodicity

The effect of perturbations of parameters for uniquely convergent imprecise Markov chains is studied. We provide the maximal distance between the distributions of original and perturbed chain and maximal degree of imprecision, given the imprecision of the initial distribution. The bounds on the errors and degrees of imprecision are found for the distributions at finite time steps, and for the stationary distributions as well.

• 出版日期2017-11-15