Closed-from stochastic bounds on the statinary distribution of markov chains

摘要

We propose a particular class of transition probability matrices for discrete-time Markov chain s with a closed form to compute the stationary distribution. The sto- Chastic monotonicity properties of this class are established. We give algorithms to Construct monotone, bounding matrices belonging to the proposed class for the Variability orders. The accuracy of bounds with respect to the underlying matrix Structure is discussed through an example.