Perturbation Analysis for Stationary Distributions of Markov Chains with Damping Component
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Title | Perturbation Analysis for Stationary Distributions of Markov Chains with Damping Component |
Publication Type | Journal Article |
Year of Publication | 2020 |
Authors | Silvestrov, D, Silvestrov, S, Abola, B, Biganda, PSeleka, Engström, C, Mango, JMagero, Kakuba, G |
Date Published | 19 June 2020 |
Keywords | Markov 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 of an information Markov chain is usually approximated by matrix , where is a so-called damping stochastic matrix with identical rows and all positive elements, while ] 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 , upper bounds for the deviation , and asymptotic expansions for with respect to the perturbation parameter . |
URL | https://link.springer.com/chapter/10.1007/978-3-030-41850-2_38 |