SUMMARYIn this paper, we study the perturbation bound for the Perron vector of an mth‐order n‐dimensional transition probability tensor scriptPMathClass-rel=(pi1MathClass-punc,i2MathClass-punc,MathClass-op…MathClass-punc,im) with pi1MathClass-punc,i2MathClass-punc,MathClass-op…MathClass-punc,im⩾0 and MathClass-op∑i1MathClass-rel=1npi1MathClass-punc,i2MathClass-punc,MathClass-op…MathClass-punc,imMathClass-rel=1. The Perron vector x associated to the largest Z‐eigenvalue 1 of scriptP, satisfies scriptPbold-italicxmMathClass-bin−1MathClass-rel=bold-italicx where the entries xi of x are non‐negative and MathClass-op∑iMathClass-rel=1nxiMathClass-rel=1. The main contribution of this paper is to show that when scriptP is perturbed to an another transition probability tensor truescriptP̃ by ΔscriptP, the 1‐norm error between x and truebold-italicx̃ is bounded by m, ΔscriptP, and the computable quantity related to the uniqueness condition for the Perron vector truebold-italicx̃ of truescriptP̃. Based on our analysis, we can derive a new perturbation bound for the Perron vector of a transition probability matrix which refers to the case of m = 2. Numerical examples are presented to illustrate the theoretical results of our perturbation analysis. Copyright © 2013 John Wiley & Sons, Ltd.