@Article{EAJAM-3-1,
author = {Wen Li, Lin Jiang, Wai-Ki Ching and Lu-Bin Cui},
title = {On Perturbation Bounds for the Joint Stationary Distribution of Multivariate Markov Chain Models},
journal = {East Asian Journal on Applied Mathematics},
year = {2018},
volume = {3},
number = {1},
pages = {1--17},
abstract = {<p style="text-align: justify;">Multivariate Markov chain models have previously been proposed in for studying
dependent multiple categorical data sequences. For a given multivariate Markov
chain model, an important problem is to study its joint stationary distribution. In this
paper, we use two techniques to present some perturbation bounds for the joint stationary
distribution vector of a multivariate Markov chain with s categorical sequences.
Numerical examples demonstrate the stability of the model and the effectiveness of our
perturbation bounds.</p>},
issn = {2079-7370},
doi = {https://doi.org/10.4208/eajam.291112.090113a},
url = {http://global-sci.org/intro/article_detail/eajam/10832.html}
}