Sharp Entrywise Perturbation Bounds for Markov Chains
Sharp Entrywise Perturbation Bounds for Markov Chains
For many Markov chains of practical interest, the invariant distribution is extremely sensitive to perturbations of some entries of the transition matrix, but insensitive to others; we give an example of such a chain, motivated by a problem in computational statistical physics. We have derived perturbation bounds on the relative …