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Perturbation analys...
Perturbation analysis for stationary distributions of markov chains with damping component
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- Silvestrov, Dmitrii, 1947- (author)
- Mälardalens högskola,Utbildningsvetenskap och Matematik,Stockholm University, Sweden,MAM
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- Silvestrov, Sergei, Professor, 1970- (author)
- Mälardalens högskola,Utbildningsvetenskap och Matematik,MAM
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- Abola, Benard, 1971- (author)
- Mälardalens högskola,Utbildningsvetenskap och Matematik,Department of Mathematics, School of Physical Sciences, Makerere University, Kampala, Uganda,MAM
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- Biganda, Pitos, 1981- (author)
- Mälardalens högskola,Utbildningsvetenskap och Matematik,Department of Mathematics, College of Natural and Applied Sciences, University of Dar es Salaam,Tanzania,MAM
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- Engström, Christopher, 1987- (author)
- Mälardalens högskola,Utbildningsvetenskap och Matematik,MAM
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- Mango, John Magero (author)
- Makerere University, Kampala, Uganda
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- Kakuba, Godwin (author)
- Makerere University, Kampala, Uganda
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(creator_code:org_t)
- 2020-06-19
- 2020
- English.
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In: Algebraic Structures and Applications. - Cham : Springer Nature. - 9783030418496 ; , s. 903-933
- Related links:
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https://urn.kb.se/re...
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https://doi.org/10.1...
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Abstract
Subject headings
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- Perturbed Markov chains are popular models for description of information networks. In such models, the transition matrix P0 of an information Markov chain is usually approximated by matrix Pε = (1 - ε) P0 + ε D, where D is a so-called damping stochastic matrix with identical rows and all positive elements, while ε is a damping (perturbation) parameter. We perform a detailed perturbation analysis for stationary distributions of such Markov chains, in particular get effective explicit series representations for the corresponding stationary distributions πε, upper bounds for the deviation |πε- π0 |, and asymptotic expansions for πε with respect to the perturbation parameter ε.
Subject headings
- NATURVETENSKAP -- Matematik -- Sannolikhetsteori och statistik (hsv//swe)
- NATURAL SCIENCES -- Mathematics -- Probability Theory and Statistics (hsv//eng)
Keyword
- Asymptotic expansion
- Damping component
- Information network
- Markov chain
- Rate of convergence
- Regular perturbation
- Singular perturbation
- Stationary distribution
- Damping
- Information services
- Matrix algebra
- Stochastic models
- Stochastic systems
- Information networks
- Perturbation Analysis
- Perturbation parameters
- Series representations
- Stochastic matrices
- Transition matrices
- Markov chains
- Mathematics/Applied Mathematics
- matematik/tillämpad matematik
Publication and Content Type
- ref (subject category)
- kap (subject category)
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