European Business Schools Librarian's Group

HEC Research Papers Series,
HEC Paris

No 757: Perturbed Markov Chains

Nicolas VIEILLE and Eilon SOLAN
Additional contact information
Eilon SOLAN: Kellogg School of Management, Northwestern University

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

JEL-codes: C44

19 pages, February 24, 2002

Full text files 

8e64bc6ff46d14cce461d58a938cb650.pdf PDF-file

Download statistics

Questions (including download problems) about the papers in this series should be directed to Antoine Haldemann ()
Report other problems with accessing this service to Sune Karlsson ().

This page generated on 2024-02-05 15:47:25.