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Perturbation models

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  • Syski, R.

Abstract

A Markov chain (with a discrete state space and a continuous parameter) is perturbed by forcing a chain to return to "permissible" states whenever it happens to enter "forbidden" states, with returns governed by a replacement distribution. The compensation method is employed to obtain the distribution for the modified chain, in terms of the original chain and the perturbation mechanism. Emphasis is placed on ergodic chains, and interpretation of results in terms of perturbation theory of semi-groups and the ergodic potential theory (based on the fundamental matrix of a chain) is mentioned.

Suggested Citation

  • Syski, R., 1977. "Perturbation models," Stochastic Processes and their Applications, Elsevier, vol. 5(2), pages 93-129, May.
    • Handle: RePEc:eee:spapps:v:5:y:1977:i:2:p:93-129
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