On perturbation bounds for continuous-time Markov chains

DOI10.1016/j.spl.2014.01.031zbMath1296.60205OpenAlexW1970794610MaRDI QIDQ2453875

V. Yu. Korolev, Alexander I. Zejfman

Publication date: 11 June 2014

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2014.01.031

zbMATH Keywords

continuous-time Markov chainsperturbation boundsinhomogeneous Markov chainsspecial norms

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Continuous-time Markov processes on discrete state spaces (60J27) Applications of continuous-time Markov processes on discrete state spaces (60J28)

Related Items (12)

Estimates of some characteristics of multidimensional birth-and-death processes ⋮ Ergodicity and perturbation bounds for inhomogeneous birth and death processes with additional transitions from and to the origin ⋮ Estimation of probabilities for multidimensional birth-death processes ⋮ Two-sided bounds on the rate of convergence for continuous-time finite inhomogeneous Markov chains ⋮ Truncation Bounds for Approximations of Inhomogeneous Continuous-Time Markov Chains ⋮ On the Study of Forward Kolmogorov System and the Corresponding Problems for Inhomogeneous Continuous-Time Markov Chains ⋮ On a class of Markovian queuing systems described by inhomogeneous birth-and-death processes with additional transitions ⋮ On limiting characteristics for a non-stationary two-processor heterogeneous system ⋮ On three methods for bounding the rate of convergence for some continuous-time Markov chains ⋮ Bounds on the rate of convergence for one class of inhomogeneous Markovian queueing models with possible batch arrivals and services ⋮ On obtaining sharp bounds of the rate of convergence for a class of continuous-time Markov chains ⋮ On truncations for a retrial queueing model

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