Perturbation bounds and degree of imprecision for uniquely convergent imprecise Markov chains

Abstract

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 imprecision of the initial distribution. The bounds on the errors and degrees of imprecision are found for the distributions at finite time steps, and for the stationary distributions as well.

arXiv comment20 pages, 2 figures

References in corpus (2)

• Imprecise Markov chains and their limit behaviour
• A classification of invariant distributions and convergence of imprecise Markov chains