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2 results

  • Perturbation of the stationary distribution measured by ergodicity coefficients

  • E. Seneta
  • Journal:
    Advances in Applied Probability / Volume 20 / Issue 1 / March 1988
    Published online by Cambridge University Press:
    01 July 2016, pp. 228-230
    Print publication:
    March 1988
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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.

  • A functional form for a particular coefficient of ergodicity

  • Choon-Peng Tan
  • Journal:
    Journal of Applied Probability / Volume 19 / Issue 4 / December 1982
    Published online by Cambridge University Press:
    14 July 2016, pp. 858-863
    Print publication:
    December 1982

  • Seneta, in a recent paper, presented a general treatment of the concept of ‘coefficient of ergodicity', τ (P), for a finite stochastic matrix P. In this paper, a functional form for τ∞(P) in terms of the attributes of P is determined. It is shown that, by increasing the dimension of P, τ∞(Ρ) can assume any large value. In view of this, τ∞ will be practically useful only in the case τ∞(P) ≦ τ1(P), where τ1(P) is the well-known Dobrushin or delta coefficient.