We show that, for reversible continuous-time Markov chains, the closeness of the nonzero eigenvalues of the generator to zero provides complete information about the sensitivity of the distribution ...
Using the Malliavin calculus, we give a unified treatment of the so-called perturbation analysis of dynamic systems. Several applications are also given. Journal Information The Annals of Applied ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback