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Perturbation of the stationary distribution measured by ergodicity coefficients

Published online by Cambridge University Press:  01 July 2016

E. Seneta
E. Seneta*
Affiliation:
University of Sydney
*
∗Postal address: Department of Mathematical Statistics, University of Sydney, NSW 2006 Australia.
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Abstract

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It is shown that an easily calculated ergodicity coefficient of a stochastic matrix P with a unique stationary distribution πT, may be used to assess sensitivity of πT to perturbation of P.

Keywords

MARKOV CHAINSFINITE STOCHASTIC MATRIXSTABILITY
Type
Letters to the Editor
Information
Advances in Applied Probability , Volume 20 , Issue 1 , March 1988 , pp. 228 - 230
Copyright
Copyright © Applied Probability Trust 1988 

References

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