Perturbations of continuous-time Markov chains
Pei-Sen Li
TL;DR
This paper investigates how small changes to the generator of continuous-time Markov chains affect their regularity and transition functions, providing theoretical insights and formulas for such perturbations.
Contribution
It establishes the equivalence between regularity of a Q-matrix and its bounded perturbations, and derives an integration by parts formula for transition functions.
Findings
Regularity of Q-matrices is preserved under bounded perturbations.
An integration by parts formula for Feller minimal transition functions is derived.
Theoretical framework for analyzing perturbations of continuous-time Markov chains.
Abstract
The equivalence of regularity of a Q-matrix with its bounded perturbations is proved and a integration by parts formula is established for the associated Feller minimal transition functions.
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.
Taxonomy
TopicsMatrix Theory and Algorithms · graph theory and CDMA systems · Holomorphic and Operator Theory