Perturbation analysis for continuous-time Markov chains |
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Authors: | YuanYuan Liu |
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Institution: | 1. School of Mathematics and Statistics, Central South University, Changsha, 410083, China
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Abstract: | We investigate perturbation for continuous-time Markov chains(CTMCs) on a countable state space. Explicit bounds on ?D and D are derived in terms of a drift condition, where ? and D represent the perturbation of the intensity matrices and the deviation matrix, respectively. Moreover, we obtain perturbation bounds on the stationary distributions, which extends the results by Liu(2012) for uniformly bounded CTMCs to general(possibly unbounded) CTMCs. Our arguments are mainly based on the technique of augmented truncations. |
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