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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 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…

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…

An important problem in applied dynamical systems is to compute the external forcing that provokes the largest response of a desired observable quantity. For this, we investigate the perturbation theory of Markov matrices in connection with…

We study some regularity properties in locally stationary Markov models which are fundamental for controlling the bias of nonparametric kernel estimators. In particular, we provide an alternative to the standard notion of derivative process…

The paper is largely of a review nature. It considers two main methods used to study stability and obtain appropriate quantitative estimates of perturbations of (inhomogeneous) Markov chains with continuous time and a finite or countable…

We develop a convergent variational perturbation theory for conditional probability densities of Markov processes. The power of the theory is illustrated by applying it to the diffusion of a particle in an anharmonic potential.

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…

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…

We study irreducible time-homogenous Markov chains with finite state space in discrete time. We obtain results on the sensitivity of the stationary distribution and other statistical quantities with respect to perturbations of the…

We provide first order perturbation formulas for the matrix square root (in the positive semi-definite case) and the matrix modulus (in the general case). The results are new for singular matrices, and extend previously known Fr\'{e}chet…

We are interested in studying the sensitivity of diffusion processes or their approximations by Markov Chains with respect to a perturbation of the coefficients.

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…

Scaled type Markov renewal processes generalize classical renewal processes: renewal times come from a one parameter family of probability laws and the sequence of the parameters is the trajectory of an ergodic Markov chain. Our primary…

The perturbative theory of the nucleation kinetics is analyzed. A new improvement is suggested and compared with numerical calculations.

Fluctuation effects at first order phase transitions driven by changes of other-than-temperature factors like pressure, concentration, or external fields are investigated by perturbation theory. The results for the fluctuation contributions…

We extend form-factor perturbation theory to non--integrable deformations of massless integrable models, in order to address the problem of mass generation in such systems. With respect to the standard renormalisation group analysis this…

Over the last decade the gradient flow formalism became an important tool for lattice simulations of Quantum Chromodynamics. It offers remarkable renormalization properties which pave the way for cross-fertilization between perturbative and…

The critical behaviour of the $D=0$ matrix model with potential perturbed by nonlocal term generating touchings between random surfaces is studied. It is found that the phase diagram of the model has many features of the phase diagram of…

The paper is devoted to studies of perturbed Markov chains commonly used for description of information networks. In such models, the matrix of transition probabilities for the corresponding Markov chain is usually regularised by adding a…