Two-sided bounds on the rate of convergence for continuous-time finite inhomogeneous Markov chains
Copyright policy )Two-sided bounds on the rate of convergence for continuous-time finite inhomogeneous Markov chains
We suggest an approach to obtaining general two-sided bounds on the rate of convergence in terms of special "weighted" norms related to total variation. Some important classes of continuous-time Markov chains are considered: birth-death-catastrophes processes, queueing models with batch arrivals and group services, chains with absorption in zero.
- Lomonosov Moscow State University Russian Federation
- Russian Academy of Sciences Russian Federation
- Moscow State University Tajikistan
- Institute of Socio-Economic Development of Territories Russian Federation
- Vologda State Technical University Russian Federation
queueing models, Probability (math.PR), continuous-time inhomogeneous Markov chains, Queueing theory (aspects of probability theory), weighted norms, Branching processes (Galton-Watson, birth-and-death, etc.), FOS: Mathematics, Applications of continuous-time Markov processes on discrete state spaces, birth-death-catastrophes processes, ergodicity bounds, Mathematics - Probability, Continuous-time Markov processes on discrete state spaces
queueing models, Probability (math.PR), continuous-time inhomogeneous Markov chains, Queueing theory (aspects of probability theory), weighted norms, Branching processes (Galton-Watson, birth-and-death, etc.), FOS: Mathematics, Applications of continuous-time Markov processes on discrete state spaces, birth-death-catastrophes processes, ergodicity bounds, Mathematics - Probability, Continuous-time Markov processes on discrete state spaces
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