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Perturbation analysis for stationary distributions of markov chains with damping component
Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics. Stockholm University, Sweden. (MAM)ORCID iD: 0000-0002-2626-5598
Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics. (MAM)ORCID iD: 0000-0003-4554-6528
Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics. Department of Mathematics, School of Physical Sciences, Makerere University, Kampala, Uganda. (MAM)
Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics. Department of Mathematics, College of Natural and Applied Sciences, University of Dar es Salaam,Tanzania. (MAM)ORCID iD: 0000-0001-7822-2103
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2020 (English)In: Algebraic Structures and Applications / [ed] Sergei Silvestrov, Anatoliy Malyarenko, Milica Rancic, Springer Nature, 2020, Vol. 317, p. 903-933Chapter in book (Refereed)
Abstract [en]

Perturbed Markov chains are popular models for description of information networks. In such models, the transition matrix P0 of an information Markov chain is usually approximated by matrix Pε = (1 - ε) P0 + ε D, where D is a so-called damping stochastic matrix with identical rows and all positive elements, while ε is a damping (perturbation) parameter. We perform a detailed perturbation analysis for stationary distributions of such Markov chains, in particular get effective explicit series representations for the corresponding stationary distributions πε, upper bounds for the deviation |πε- π0 |, and asymptotic expansions for πε with respect to the perturbation parameter ε.

Place, publisher, year, edition, pages
Springer Nature, 2020. Vol. 317, p. 903-933
Series
Springer Proceedings in Mathematics and Statistics, ISSN 2194-1009, E-ISSN 2194-1017 ; 317
Keywords [en]
Asymptotic expansion, Damping component, Information network, Markov chain, Rate of convergence, Regular perturbation, Singular perturbation, Stationary distribution, Damping, Information services, Matrix algebra, Stochastic models, Stochastic systems, Information networks, Perturbation Analysis, Perturbation parameters, Series representations, Stochastic matrices, Transition matrices, Markov chains
National Category
Probability Theory and Statistics
Research subject
Mathematics/Applied Mathematics
Identifiers
URN: urn:nbn:se:mdh:diva-49438DOI: 10.1007/978-3-030-41850-2_38Scopus ID: 2-s2.0-85087534079ISBN: 9783030418496 (print)OAI: oai:DiVA.org:mdh-49438DiVA, id: diva2:1454271
Conference
International Conference on Stochastic Processes and Algebraic Structures, SPAS 2017, 4 October 2017 through 6 October 2017
Funder
Sida - Swedish International Development Cooperation AgencyAvailable from: 2020-07-15 Created: 2020-07-15 Last updated: 2020-10-22Bibliographically approved
In thesis
1. Analytical and Iterative Methods of Computing PageRank of Networks
Open this publication in new window or tab >>Analytical and Iterative Methods of Computing PageRank of Networks
2020 (English)Doctoral thesis, comprehensive summary (Other academic)
Abstract [en]

This thesis is about variants of PageRank, methods of PageRank computation and perturbation analysis of a PageRank vector as a stationary distribution of a kind of perturbed Markov chain model. 

Chapter 2 of this thesis gives closed form formulae for ordinary and lazy PageRanks for some specific simple line graphs. Different cases of changes made to the simple line graph are considered and for each case, a corresponding formula for each of the two variants of PageRank is provided.

Chapter 3 is dedicated to the exploration of relationships that exist between three known variants of PageRank: ordinary PageRank, lazy PageRank and random walk with backstep PageRank in terms of their convergence and consistency in rank scores for different graph structures with reference to PageRank parameters, the damping factor c and backstep parameter β. 

In Chapter 4, we discuss numerical methods used in solving the PageRank problem as a linear system and evaluate some stopping criteria that can be employed in such methods. 

Finally, in Chapter 5, we address the PageRank problem as a first order perturbed Markov chain problem and study the perturbation analysis for stationary distributions of Markov chains with damping component. We illustrate our results on asymptotic perturbation analysis by using different computational examples.

Place, publisher, year, edition, pages
Västerås: Mälardalen University, 2020
Series
Mälardalen University Press Dissertations, ISSN 1651-4238 ; 325
National Category
Probability Theory and Statistics
Research subject
Mathematics/Applied Mathematics
Identifiers
urn:nbn:se:mdh:diva-51390 (URN)978-91-7485-482-4 (ISBN)
Public defence
2020-11-20, Kappa +(Zoom), Mälardalens högskola, Västerås, 10:15 (English)
Opponent
Supervisors
Available from: 2020-10-09 Created: 2020-10-08 Last updated: 2020-11-09Bibliographically approved

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Silvestrov, DmitriiSilvestrov, SergeiAbola, BenardBiganda, PitosEngström, Christopher

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Citation style
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