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Singularly Perturbed Finite Markov Chains with General Ergodic Structure

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Discrete Event Systems

Abstract

We analyse singularly perturbed Markov chains. Most previous research has been done under the assumption that the perturbed Markov chain is either ergodic or unichain. In this paper we do not impose any restrictions on the ergodic structure of the perturbed chain. The present approach is based on the inversion of analytic matrix-valued functions.

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Avrachenkov, K.E. (2000). Singularly Perturbed Finite Markov Chains with General Ergodic Structure. In: Boel, R., Stremersch, G. (eds) Discrete Event Systems. The Springer International Series in Engineering and Computer Science, vol 569. Springer, Boston, MA. https://doi.org/10.1007/978-1-4615-4493-7_45

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  • DOI: https://doi.org/10.1007/978-1-4615-4493-7_45

  • Publisher Name: Springer, Boston, MA

  • Print ISBN: 978-1-4613-7025-3

  • Online ISBN: 978-1-4615-4493-7

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