Volume 3, Issue 1
On Perturbation Bounds for the Joint Stationary Distribution of Multivariate Markov Chain Models

Wen Li ,  Lin Jiang ,  Wai-Ki Ching and Lu-Bin Cui

10.4208/eajam.291112.090113a

East Asian J. Appl. Math., 3 (2013), pp. 1-17.

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  • Abstract

Multivariate Markov chain models have previously been proposed in for studying dependent multiple categorical data sequences. For a given multivariate Markov chain model, an important problem is to study its joint stationary distribution. In this paper, we use two techniques to present some perturbation bounds for the joint stationary distribution vector of a multivariate Markov chain with s categorical sequences. Numerical examples demonstrate the stability of the model and the effectiveness of our perturbation bounds.

  • History

Published online: 2018-02

  • AMS Subject Headings

65M10, 78A48

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