Ergodicity and truncation bounds for inhomogeneous birth and death processes with additional transitions from and to origin

DOI10.1080/15326349.2017.1362654MaRDI QIDQ4603850zbMATH OpenOpenAlexFDO

Authors Anna Korotysheva, Yacov Satin, Rostislav Razumchik, V. Yu. Korolev, Sergey Shorgin, Alexander I. Zejfman

Publication date 19 February 2018

Published in Stochastic Models (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1604.02294

zbMATH Keywords

birth and death processboundsergodicityinhomogeneous processqueueing systemstruncation

Mathematics Subject Classification ID

Applications of continuous-time Markov processes on discrete state spaces (60J28) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Queueing theory (aspects of probability theory) (60K25)

Abstract: In this paper one presents the extension of the transient analysis of the class of continuous-time birth and death processes defined on non-negative integers with special transitions from and to the origin. From the origin transitions can occur to any state. But being in any other state, besides ordinary transitions to neighbouring states, a transition to the origin can occur. All possible transition intensities are assumed to be non-random functions of time and may depend on the state of the process. We improve previously known ergodicity and truncation bounds for this class of processes which were known only for the case when transitions from the origin decay exponentially (other intensities must have unique uniform upper bound). We show how the bounds can be obtained the decay rate is slower than exponential. Numerical results are also provided.

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Cited in

(12)

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• Bounds on the rate of convergence for Markovian queuing models with catastrophes
• Ergodicity and perturbation bounds for inhomogeneous birth and death processes with additional transitions from and to the origin
• The Relaxation time for truncated birth-death processes
• The ergodicity property of the lifetime and ergodic exit times in birth and death process
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• scientific article; zbMATH DE number 614564 (Why is no real title available?)
• Convergence Rate Estimates for Some Models of Queuing Theory, and Their Applications
• On the bounds for a two-dimensional birth-death process with catastrophes
• On truncations for weakly ergodic inhomogeneous birth and death processes
• Coupling bounds for approximating birth-death processes by truncation

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