Related papers: Perturbations of continuous-time Markov chains

Perturbation analysis of Markov chains provides bounds on the effect that a change in a Markov transition matrix has on the corresponding stationary distribution. This paper compares and analyzes bounds found in the literature for finite…

The basic question in perturbation analysis of Markov chains is: how do small changes in the transition kernels of Markov chains translate to chains in their stationary distributions? Many papers on the subject have shown, roughly, that the…

Computational procedures for the stationary probability distribution, the group inverse of the Markovian kernel and the mean first passage times of an irreducible Markov chain, are developed using perturbations. The derivation of these…

This work is concerned with the stability of regime-switching processes under the perturbation of the transition rate matrices. From the viewpoint of application, two kinds of perturbations are studied: the size of the transition rate…

We investigate the stability of quantum Markov processes with respect to perturbations of their transition maps. In the first part, we introduce a condition number that measures the sensitivity of fixed points of a quantum channel to…

This paper explores the impact of perturbations of copulas on the dependence properties of the Markov chains they generate. We consider Markov chains generated by perturbed copulas. Results are provided for the mixing coefficients…

This paper is about the existence and regularity of the transition probability matrix of a nonhomogeneous continuous-time Markov process with a countable state space. A standard approach to prove the existence of such a transition matrix is…

Kemeny's constant measures the efficiency of a Markov chain in traversing its states. We investigate whether structure-preserving perturbations to the transition probabilities of a reversible Markov chain can improve its connectivity while…

A continuation of the joint work by Vadim Gorin and the author, J. Funct. Anal. 270 (2016), 375-418; arXiv:1504.06832. The extended Gelfand-Tsetlin graph, introduced in that paper, is a novel combinatorial object. Its q-boundary is formed…

This chapter surveys progress on three related topics in perturbations of Markov chains: the motivating question of when and how "perturbed" MCMC chains are developed, the theoretical problem of how perturbation theory can be used to…

In this paper, we are interested in investigating the perturbation bounds for the stationary distributions for discrete-time or continuous-time Markov chains on a countable state space. For discrete-time Markov chains, two new norm-wise…

In this article, we prove that a small random perturbation of dynamical system with multiple stable equilibria converges to a Markov chain whose states are neighborhoods of the deepest stable equilibria, under a suitable time-rescaling,…

A discrete-time Markov chain can be transformed into a new Markov chain by looking at its states along iterations of an almost surely finite stopping time. By the optional stopping theorem, any bounded harmonic function with respect to the…

Starting from a semiclassical approach recently developed for spectral correlation functions of quantum systems whose classical dynamics is chaotic, we focus on the case of broken time-reversal symmetry, the so-called unitary class. We…

I provide a straightforward proof that a simple harmonic oscillator perturbed by an (almost) arbitrary positive interaction has a perturbative expansion for any finite-time Euclidian transition amplitude which obeys the following result:…

The origin of the radiatively induced Lorentz and CPT violations, in perturbative evaluations, of an extended version of QED, is investigated. Using a very general calculational method, concerning the manipulations and calculations…

Let X be a continuous-time Markov chain in a finite set I, let h be a mapping of I onto another set, and let Y be defined by Y_t=h(X_t), (for t nonnegative). We address the filtering problem for X in terms of the observation Y, which is not…

The fluctuations and correlations of matrix elements of cross sections are investigated in open systems that are chaotic in the classical limit. The form of the correlation functions is discussed within a statistical analysis and tested in…

Following a recent work (briefly reviewed below) we consider temporal fluctuations in the reduced density matrix elements for a coupled system involving a pair of kicked rotors as also one made up of a pair of Harper Hamiltonians. These…

In the q-deformed theory the perturbation approach can be expressed in terms of two pairs of undeformed position and momentum operators. There are two configuration spaces. Correspondingly there are two q-perturbation Hamiltonians, one…