Perturbation analysis of the extinction probability of a Markovian binary tree | |
Guo, Pei-Chang ; Cai, Yun-Feng ; Qian, Jiang ; Xu, Shu-Fang | |
2015 | |
英文摘要 | The extinction probability of the Markovian Binary Tree (MBT) is the minimal nonnegative solution of a Quadratic Vector Equation (QVE). In this paper, we present a perturbation analysis for the extinction probability of a supercritical MBT. We derive a perturbation bound for the minimal nonnegative solution of the QVE, which is a bound on the difference between the solutions of two nearby equations in terms of the perturbation magnitude. A posteriori error bound is also given, which is a bound on the distance between an approximate solution and the real solution, in terms of the residual of the approximate solution. Numerical experiments show that these bounds are fairly sharp. ? 2015 Published by Elsevier Inc.; SCI(E); EI; 0; ARTICLE; gpeichang@126.com; yfcai@math.pku.edu.cn; jqian104@gmail.com; xsf@math.pku.edu.cn; 11-27; 475 |
语种 | 英语 |
出处 | EI |
出版者 | 线性代数及其应用 |
内容类型 | 其他 |
源URL | [http://hdl.handle.net/20.500.11897/158172] |
专题 | 数学科学学院 |
推荐引用方式 GB/T 7714 | Guo, Pei-Chang,Cai, Yun-Feng,Qian, Jiang,et al. Perturbation analysis of the extinction probability of a Markovian binary tree. 2015-01-01. |
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