For uniformly ergodic Markov chains, we obtain new perturbation bounds which relate the sensitivity of the chain under perturbation to its rate of convergence to stationarity. In particular, we derive ...

Mathematics often seems like an abstract concept, but its applications can have profound impacts on the world around us. From predicting the next word in a sentence to understanding how Google’s ...

Markov Models for disease progression are common in medical decision making (see references below). The parameters in a Markov model can be estimated by observing the time it takes patients in any ...