2003/06/17 by Eilon Solan, Nicolas Vieille
Mathematics · #math.PR #msc:60J10 #msc:60F10
published as Journal of Applied Probability, 2003, 40, 107-122 · 22 pages
arxiv created 2003/06/17 · arxiv updated 2009/11/30
We study irreducible time-homogenous Markov chains with finite state space in discrete time. We obtain results on the sensitivity of the stationary distribution and other statistical quantities with respect to perturbations of the transition matrix. We define a new closeness relation between transition matrices, and use graph-theoretic techniques, in contrast with the matrix analysis techniques previously used.