Comparison of perturbation bounds for the stationary distribution of a Markov chain
By Grace E. Cho, Carl Dean Meyer. 2001
222 citations recorded by the source corpus.
Subfields: Computational Theory and Mathematics, Management Information Systems, Statistics and Probability
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Computational Theory and Mathematics
- A. Y. Mitrophanov
- Amy Nicole Langville
- Mauricio Barahona
- Ali Jadbabaie
- Carl Dean Meyer
- Francesco Bullo
- Mark Newman
- Jaehong Lee
In Management Information Systems
In Statistics and Probability
Citations in the corpus
- On the stability of the Kuramoto model of coupled nonlinear oscillators (2005, background): “The in finity norm of L#W is a measure of the sensitivity of the stationary distributi on of the chain associated with L with respect to additive perturbations [2].”
- Mathematical properties and analysis of Google's PageRank (2008, background): “Perturbation theory for stationary distributions of Markov chains is well understood, see for instance [4].”
- Sensitivity and convergence of uniformly ergodic Markov chains (2005, methodology): “One group of results concerns the sensitivity of the stationary distribution of a finite, homogeneous Markov chain, and the bounds are derived using methods of matrix analysis; see the review [2] and recent papers [12]–[14], [21] (also see [29] for a graph-theoretic approach).”
- Deeper Inside PageRank (2004, methodology): “Similar analyses use mean first passage times, the fundamental matrix, or an LU factorization to update π T exactly [35, 55, 73, 106].”
- Joint VM placement and routing for data center traffic engineering (2012, unknown): “The size of such neighborhood can be characterized using the perturbation approach [20], [21].”