Markov Chain Sensitivity Measured By Mean First Passage Times
The purpose of this article is to present results concerning the sensitivity of the stationary
probabilities for a n-state, time-homogeneous, irreducible Markov chain in terms of the mean first
passage times in the chain.
- Linear Algebra and Its Applications
- Vol 316, 2000, pp. 21-28
- Grace E. Cho
- Carl D. Meyer
- THE POSTSCRIPT FILE
- The postscript file (uncompressed) for the entire paper is 960K.
- To receive it, click on
Sensitivity Measured By Mean First Passage Times.ps
- THE PDF FILE
- The pdf file for the entire paper is 120K.
- To receive the PDF file, click on
Sensitivity Measured By Mean First Passage Times.pdf
Return To Meyer's Home Page
Return To Abstracts