Perturbation Bounds for the Stationary Distributions of Markov Chains
Perturbation Bounds for the Stationary Distributions of Markov Chains
In this paper, we are interested in investigating the perturbation bounds for the stationary distributions for discrete-time or continuous-time Markov chains on a countable state space. For discrete-time Markov chains, two new normwise bounds are obtained. The first bound is rather easy to obtain since the needed condition, equivalent to …