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تسجيل مستخدم جديدRobustness of large-scale stochastic matrices to localized perturbations
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Upper bounds are derived on the total variation distance between the invariant distributions of two stochastic matrices differing on a subset W of rows. Such bounds depend on three parameters: the mixing time and the minimal expected hitting time on W for the Markov chain associated to one of the matrices; and the escape time from W for the Markov chain associated to the other matrix. These results, obtained through coupling techniques, prove particularly useful in scenarios where W is a small subset of the state space, even if the difference between the two matrices is not small in any norm. Several applications to large-scale network problems are discussed, including robustness of Googles PageRank algorithm, distributed averaging and consensus algorithms, and interacting particle systems.
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