{"@context":["https://w3id.org/fdo/context/v1",{"schema":"https://schema.org/","prov":"http://www.w3.org/ns/prov#","fdo":"https://w3id.org/fdo/vocabulary/"}],"@id":"https://fdo.portal.mardi4nfdi.de/fdo/Q1802441","@type":"DigitalObject","kernel":{"@id":"https://fdo.portal.mardi4nfdi.de/fdo/Q1802441","digitalObjectType":"https://schema.org/ScholarlyArticle","primaryIdentifier":"mardi:Q1802441","kernelVersion":"v1","immutable":true,"modified":"2025-07-24T20:45:18Z"},"profile":{"@context":"https://schema.org","@type":"ScholarlyArticle","@id":"https://portal.mardi4nfdi.de/entity/Q1802441","name":"Sensitivity of finite Markov chains under perturbation","headline":"Sensitivity of finite Markov chains under perturbation","description":"scientific article; zbMATH DE number 203396","url":"https://portal.mardi4nfdi.de/entity/Q1802441","datePublished":"1993-12-15","author":[{"@id":"https://portal.mardi4nfdi.de/entity/Q205843"}],"publisher":[{"@id":"https://portal.mardi4nfdi.de/entity/Q173655"}],"identifier":{"@type":"PropertyValue","propertyID":"doi","value":"10.1016/0167-7152(93)90011-7","url":"https://doi.org/10.1016/0167-7152(93)90011-7"},"sameAs":["https://doi.org/10.1016/0167-7152(93)90011-7"],"comment":"Let \\(P\\) and \\(\\overline{P}\\) be finite stochastic matrices containing only one irreducible set of states, and \\(\\pi^ T\\), \\(\\overline {\\pi}^ T\\) their corresponding unique stationary distribution vectors. Put \\(E=\\overline {P}-P\\) and denote by \\(A^ \\#\\) the group generalized inverse of \\(A=I-P\\). In a previous paper, the author proved that \\(\\|\\pi^ T- \\overline{\\pi}^ T\\|_ 1\\leq \\| E\\|_ 1\\tau_ 1(A^ \\#)\\), where \\(\\tau_ 1(B)={1\\over 2}\\max_{i,j} \\sum^ n_{s=1} | B_{is}-B_{js}|\\) is the ergodicity coefficient of the (stochastic) matrix \\(B\\). As a consequence, \\(\\tau_ 1(A^ \\#)\\) can be viewed as a relative sensitivity factor under perturbation. The aim of this paper is to find bounds for \\(\\tau_ 1(A^ \\#)\\) in terms of the non-unit eigenvalues of \\(P\\).","citation":[{"@id":"https://portal.mardi4nfdi.de/entity/Q5342868"},{"@id":"https://portal.mardi4nfdi.de/entity/Q1069213"},{"@id":"https://portal.mardi4nfdi.de/entity/Q3849299"},{"@id":"https://portal.mardi4nfdi.de/entity/Q5592699"},{"@id":"https://portal.mardi4nfdi.de/entity/Q4192771"},{"@id":"https://portal.mardi4nfdi.de/entity/Q1157624"},{"@id":"https://portal.mardi4nfdi.de/entity/Q1076766"},{"@id":"https://portal.mardi4nfdi.de/entity/Q3788831"},{"@id":"https://portal.mardi4nfdi.de/entity/Q3976664"}]},"provenance":{"prov:generatedAtTime":"2025-07-24T20:45:18Z","prov:wasAttributedTo":"MaRDI Knowledge Graph"}}