Abstract
We show that, for reversible continuous-time Markov chains, the closeness of the nonzero eigenvalues of the generator to zero provides complete information about the sensitivity of the distribution vector to perturbations of the generator. Our results hold for both the transient and the stationary states.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Cited by
30 articles.
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