Perturbation of the stationary distribution measured by ergodicity coefficients
- 1 March 1988
- journal article
- Published by Cambridge University Press (CUP) in Advances in Applied Probability
- Vol. 20 (1) , 228-230
- https://doi.org/10.2307/1427277
Abstract
It is shown that an easily calculated ergodicity coefficient of a stochastic matrix P with a unique stationary distribution πT, may be used to assess sensitivity of πT to perturbation of P.Keywords
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