A weak perturbation theory for approximations of invariant measures in M/G/1 model

DOI10.1051/RO/2018027MaRDI QIDQ4634334zbMATH OpenOpenAlexWikidataFDO

Authors Badredine Isaadi, Karim Abbas, D. Aïssani

Publication date 7 May 2019

Published in RAIRO - Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1051/ro/2018027

zbMATH Keywords

algorithmqueueing systemtruncationweak stability

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Queueing theory (aspects of probability theory) (60K25)

Recommendations

• scientific article; zbMATH DE number 778055
• Approximating the invariant measures of randomly perturbed dissipative maps
• On invariant measures associated with weakly coupled systems of Kolmogorov equations
• Invariant measure for the stochastic Ginzburg Landau equation
• Weak disorder expansion of the invariant measure for the one-dimensional Anderson model.
• THE INVARIANT MEASURES AT WEAK DISORDER FOR THE TWO-LINE ANDERSON MODEL
• Multifractal formalism for the inverse of random weak Gibbs measures
• On weak approximations of \((a, b)\)-invariant diffusions
• On the slightly perturbed de Gregorio model on \(S^1\)
• scientific article; zbMATH DE number 732179

Cites work

• A Perturbation Theory for Ergodic Markov Chains and Application to Numerical Approximations
• Approximating Markov chains and \(V\)-geometric ergodicity via weak perturbation theory
• Approximating the stationary distribution of an infinite stochastic matrix
• Approximation of the invariant probability measure of an infinite stochastic matrix
• Augmented truncation approximations of discrete-time Markov chains
• Computing the stationary distribution for infinite Markov chains
• scientific article; zbMATH DE number 4076264 (Why is no real title available?)
• scientific article; zbMATH DE number 46885 (Why is no real title available?)
• scientific article; zbMATH DE number 1025906 (Why is no real title available?)
• scientific article; zbMATH DE number 1417211 (Why is no real title available?)
• scientific article; zbMATH DE number 1424149 (Why is no real title available?)
• scientific article; zbMATH DE number 3284853 (Why is no real title available?)
• scientific article; zbMATH DE number 3106967 (Why is no real title available?)
• Markov Chains and Stochastic Stability
• Monotone infinite stochastic matrices and their augmented truncations
• Non-negative matrices and Markov chains.
• Numerical linear algebra with applications. Using MATLAB
• On the approximation of the stationary distribution of a monotone stochastic Markov chain
• Perturbation analysis of the \(\mathrm{GI}/\mathrm{M}/s\) queue
• Regular Perturbation of V-Geometrically Ergodic Markov Chains
• Rigorous numerical investigation of the statistical properties of piecewise expanding maps. A feasibility study
• The Matrix Eigenvalue Problem
• Truncation approximations of invariant measures for Markov chains

Cited in

(3)

• Stationary distribution and perturbation bounds for a stochastic inventory model
• scientific article; zbMATH DE number 5003244 (Why is no real title available?)
• Computable perturbation bounds for augmented truncations of ergodic continuous-time Markov chains

This page was built for publication: A weak perturbation theory for approximations of invariant measures in M/G/1 model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4634334)