Les Cahiers de Recherche - HEC Paris
Nicolas VIEILLE and Eilon SOLAN
Perturbed Markov Chains
Abstract: We obtain results on the sensitivity of the invariant
measure and other statistical quantities of a Markov chain with respect to
perturbations of the transition matrix. We use graph-theoretic techniques,
in contrast with the matrix analysis techniques previously used.
Keywords: perturbed markov chains; conductance; (follow links to similar papers)
JEL-Codes: C44; (follow links to similar papers)
19 pages, February 24, 2002
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