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Sensitivity Analysis Of Group Inverse In Markov Chains And Block Analysis Of Small World Phenomena

Posted on:2009-06-12Degree:MasterType:Thesis
Country:ChinaCandidate:X JiangFull Text:PDF
GTID:2120360272459388Subject:Computational Mathematics
Abstract/Summary:PDF Full Text Request
let P be the transition matrix of a discrete-time Markov chain.The group inverse(I-P)~# plays an important role in the analysis of the Markov chain.In this paper we analyzed the sensitivity of group inverse under the entrywise perturbation in P.The error bound shows that the sensitivity is independent of the condition of the Markov chain. We also did research on small world model based on block matrices and illustrated the existence of the small world phenomena.
Keywords/Search Tags:Markov chain, stochastic matrix, group inverse, relative-error bound, mean first passage time, small world phenomena
PDF Full Text Request
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