A note on speed of convergence to the quasi-stationary distribution

DOI10.1515/dema-2013-0372zbMath1260.60152MaRDI QIDQ4898889

Mariusz Polak, Tomasz Rolski

Publication date: 3 January 2013

Published in: Demonstratio Mathematica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/dema-2013-0372

zbMATH Keywords

asymptotic expansion; Brownian motion with drift; quasi-stationary distribution; modified Bessel function; speed of convergence; \(M/M/1\) queues

Mathematics Subject Classification ID

60J25: Continuous-time Markov processes on general state spaces

60K25: Queueing theory (aspects of probability theory)

Related Items

Unnamed Item, Quasi-Limiting Behavior of Drifted Brownian Motion, On laws of large numbers in \(L^2\) for supercritical branching Markov processes beyond \(\lambda \)-positivity, Polynomial rate of convergence to the Yaglom limit for Brownian motion with drift, Speed of convergence to the quasi-stationary distribution for Lévy input fluid queues, A strong law of large numbers for super-critical branching Brownian motion with absorption

Cites Work

• Quasi-stationary distributions for Lévy processes
• Introductory lectures on fluctuations of Lévy processes with applications.
• Quasi-Stationary Workload in a Lévy-Driven Storage System
• Quasi-stationary distributions for a Brownian motion with drift and associated limit laws
• Applied Probability and Queues
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