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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
Series
Springer Proceedings in Mathematics and Statistics, ISSN 2194-1009, E-ISSN 2194-1017 ; 317
Keywords
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:nbn:se:mdh:diva-49438 (URN)10.1007/978-3-030-41850-2_38 (DOI)2-s2.0-85087534079 (Scopus ID)9783030418496 (ISBN)
Conference
International Conference on Stochastic Processes and Algebraic Structures, SPAS 2017, 4 October 2017 through 6 October 2017
Funder
Sida - Swedish International Development Cooperation Agency
2020-07-152020-07-152020-10-22Bibliographically approved