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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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