Mathematical Inequalities & Applications · Volume 8, Issue 1

Ergodicity coefficient and perturbation bounds for continuous-time Markov chains

08-15 Pages 159-168 DOI 10.7153/mia-08-15

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Authors

A. Yu. Mitrophanov

Keywords

Markov chain ergodicity coefficient variation distance perturbation bounds sensitivity analysis singular perturbations

Subject classes

60J27 60J35 34D10 34D15