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Geometric bounds on iterative approximations for nearly completely decomposable Markov chains

  • Guy Louchard (a1) and Guy Latouche (a1)

Abstract

We consider a finite Markov chain with nearly-completely decomposable stochastic matrix. We determine bounds for the error, when the stationary probability vector is approximated via a perturbation analysis.

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Postal address for both authors: Laboratoire d'Informatique Théorique, Faculté des Sciences, Université Libre de Bruxelles, Campus Plaine CP 212, Boulevard du Triomphe, B-1050 Bruxelles, Belgium.

References

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Geometric bounds on iterative approximations for nearly completely decomposable Markov chains

  • Guy Louchard (a1) and Guy Latouche (a1)

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