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arXiv 1602.08901math.PR
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唯一收敛的不精确马尔可夫链的扰动界和不精确度

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

Damjan Škulj

摘要:

研究了唯一收敛的不精确马尔可夫链的参数扰动效应。在给定初始分布不精确的情况下,我们给出了初始分布和扰动链分布之间的最大距离和最大不精确度。在有限时间步长的分布,以及为平稳分布的误差和不精确度的界限。

英文摘要:

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.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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