Blockwise Perturbation Theory for 2x2 Block Markov Chains

Abstract

Let P be a transition matrix of a Markov chain and be of the form $$P=\Bigg( \begin{matrix} P_{11} &P_{12} \\ P_{21} &P_{22}  \end{matrix} \Bigg).$$ The stationary distribution $π^T$ is partitioned conformally in the form $(π^T_1, π^T_2)$. This paper establish the relative error bound in $π^T_i (i=1,2)$ when each block $P_{ij}$ get a small relative perturbation.