On three methods for bounding the rate of convergence for some continuous-time Markov chains
From MaRDI portal
Publication:2023628
Abstract: Consideration is given to the three different analytical methods for the computation of upper bounds for the rate of convergence to the limiting regime of one specific class of (in)homogeneous continuous-time Markov chains. This class is particularly suited to describe evolutions of the total number of customers in (in)homogeneous queueing systems with possibly state-dependent arrival and service intensities, batch arrivals and services. One of the methods is based on the logarithmic norm of a linear operator function; the other two rely on Lyapunov functions and differential inequalities, respectively. Less restrictive conditions (compared to those known from the literature) under which the methods are applicable, are being formulated. Two numerical examples are given. It is also shown that for homogeneous birth-death Markov processes defined on a finite state space with all transition rates being positive, all methods yield the same sharp upper bound.
Recommendations
- Bounds on the rate of convergence for one class of inhomogeneous Markovian queueing models with possible batch arrivals and services
- Two-sided bounds on the rate of convergence for continuous-time finite inhomogeneous Markov chains
- On the rate of convergence for some birth and death processes
- On perturbation bounds for continuous-time Markov chains
- Lower bounds for the rate of convergence for continuous-time inhomogeneous Markov chains with a finite state space
Cites work
- \(M^X/M/c\) queue with catastrophes and state-dependent control at idle time
- A local large deviation principle for inhomogeneous birth-death processes
- A time-non-homogeneous double-ended queue with failures and repairs and its continuous approximation
- Analysis of an MAP/PH/1 queue with flexible group service
- Analysis of ergodicity of queueing systems by means of the direct method of Ljapunov
- Bounds and Asymptotics for the Rate of Convergence of Birth-Death Processes
- Bounds on the rate of convergence for one class of inhomogeneous Markovian queueing models with possible batch arrivals and services
- Homogeneous finite-source retrial queues with server subject to breakdowns and repairs
- scientific article; zbMATH DE number 3940343 (Why is no real title available?)
- scientific article; zbMATH DE number 3992573 (Why is no real title available?)
- Joint queue-perturbed and weakly coupled power control for wireless backbone networks
- Lower bounds for the rate of convergence for continuous-time inhomogeneous Markov chains with a finite state space
- Markov chain model of phytoplankton dynamics
- Markov chains and stochastic stability
- Nonstationary queues: estimation of the rate of convergence
- On perturbation bounds for continuous-time Markov chains
- On some time non-homogeneous queueing systems with catastrophes
- On truncations for weakly ergodic inhomogeneous birth and death processes
- Perturbation bounds and truncations for a class of Markovian queues
- Perturbation bounds for the stationary distributions of Markov chains
- Perturbation theory for Markov chains via Wasserstein distance
- Properties of a system with losses in the case of variable rates
- Proximal constrained optimization approach with time penalization
- Queueing network \(\text{MAP}-(G I / \infty)^K\) with high-rate arrivals
- Reliability modeling of fault tolerant control systems
- Some universal limits for nonhomogeneous birth and death processes
- Stability and exponential convergence of continuous-time Markov chains
- Stability of Markovian processes III: Foster–Lyapunov criteria for continuous-time processes
- The spectral gap and perturbation bounds for reversible continuous-time Markov chains
Cited in
(8)- Lower bounds for the rate of convergence for continuous-time inhomogeneous Markov chains with a finite state space
- On the rate of convergence for some birth and death processes
- On obtaining sharp bounds of the rate of convergence for a class of continuous-time Markov chains
- Ergodicity bounds for the Markovian queue with time-varying transition intensities, batch arrivals and one queue skipping policy
- Empirical convergence rates for continuous-time Markov chains
- Application of method of differential inequalities to bounding the rate of convergence for a class of Markov chains
- Computing a mechanism for a Bayesian and partially observable Markov approach
- Two-sided bounds on the rate of convergence for continuous-time finite inhomogeneous Markov chains
This page was built for publication: On three methods for bounding the rate of convergence for some continuous-time Markov chains
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2023628)
