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On the Sensitivity of Nearly Uncoupled Markov Chains

dc.contributor.authorStewart, G. W.en_US
dc.date.accessioned2004-05-31T22:21:01Z
dc.date.available2004-05-31T22:21:01Z
dc.date.created1990-02en_US
dc.date.issued1998-10-15en_US
dc.identifier.urihttp://hdl.handle.net/1903/546
dc.description.abstractNearly uncoupled Markov chains (aka nearly completely decomposable Markov chains) arise in a variety of applications, where they model loosely coupled systems. In such systems it may be difficult to determine the transitions probabilities with high accuracy. This paper investigates the sensitivity of the limiting distribution of the chain to perturbations in the transition probabilities. The conclusion is that nearly uncoupled Markov chains are quite sensitive to such perturbations but the perturbation of the limiting distribution is not arbitrary. (Also cross-referenced as UMIACS-TR-90-18) Appeared in Numerical Solutions of Markov Chains, W. J. Stewart ed., Dekker, New York, 1990.en_US
dc.format.extent106939 bytes
dc.format.mimetypeapplication/postscript
dc.language.isoen_US
dc.relation.ispartofseriesUM Computer Science Department; CS-TR-2406en_US
dc.relation.ispartofseriesUMIACS; UMIACS-TR-90-18en_US
dc.titleOn the Sensitivity of Nearly Uncoupled Markov Chainsen_US
dc.typeTechnical Reporten_US
dc.relation.isAvailableAtDigital Repository at the University of Marylanden_US
dc.relation.isAvailableAtUniversity of Maryland (College Park, Md.)en_US
dc.relation.isAvailableAtTech Reports in Computer Science and Engineeringen_US
dc.relation.isAvailableAtUMIACS Technical Reportsen_US


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