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Perturbation Analysis for Stationary Distributions of Markov Chains with Damping Component

TitlePerturbation Analysis for Stationary Distributions of Markov Chains with Damping Component
Publication TypeJournal Article
Year of Publication2020
AuthorsSilvestrov, D, Silvestrov, S, Abola, B, Biganda, PSeleka, Engström, C, Mango, JMagero, Kakuba, G
Date Published19 June 2020
KeywordsMarkov chain Damping component Information network Regular perturbation Singular perturbation Stationary distribution Rate of convergence Asymptotic expansion
Abstract

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=(1ε)P0+εD, where D is a so-called damping stochastic matrix with identical rows and all positive elements, while ε[0,1] 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 π¯ε, upper bounds for the deviation |π¯επ¯0|, and asymptotic expansions for π¯ε with respect to the perturbation parameter ε.

URLhttps://link.springer.com/chapter/10.1007/978-3-030-41850-2_38