Perturbation of the stationary distribution measured by ergodicity coefficients

Authors
Seneta, E.
Citation
E. Seneta,, Perturbation of the stationary distribution measured by ergodicity coefficients, Advances in applied probability , 20(1), 1988, pp. 228-230
Journal title
Advances in applied probability → ACNP
ISSN journal
00018678
Volume
20
Issue
1
Year of publication
1988
Pages
228 - 230
Database
ACNP
SICI code
Abstract
It is shown that an easily calculated ergodicity coefficient of a stochastic matrix P with a unique stationary distribution .T, may be used to assess sensitivity of .T to perturbation of P.