Perturbation bounds and degree of imprecision for uniquely convergent imprecise Markov chains
Probability
2022-09-29 v1
Abstract
The effect of perturbations of parameters for uniquely convergent imprecise Markov chains is studied. We provide the maximal distance between the distributions of original and perturbed chain and maximal degree of imprecision, given the imprecision of the initial distribution. The bounds on the errors and degrees of imprecision are found for the distributions at finite time steps, and for the stationary distributions as well.
Keywords
Cite
@article{arxiv.1602.08901,
title = {Perturbation bounds and degree of imprecision for uniquely convergent imprecise Markov chains},
author = {Damjan Škulj},
journal= {arXiv preprint arXiv:1602.08901},
year = {2022}
}
Comments
20 pages, 2 figures