A note on speed of convergence to the quasi-stationary distribution
DOI10.1515/DEMA-2013-0372zbMATH Open1260.60152OpenAlexW963052716MaRDI QIDQ4898889FDOQ4898889
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
asymptotic expansionquasi-stationary distributionmodified Bessel functionspeed of convergenceBrownian motion with drift\(M/M/1\) queues
Queueing theory (aspects of probability theory) (60K25) Continuous-time Markov processes on general state spaces (60J25)
Cites Work
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- Applied Probability and Queues
- Introductory lectures on fluctuations of Lévy processes with applications.
- Quasi-stationary distributions for a Brownian motion with drift and associated limit laws
- Quasi-stationary distributions for Lévy processes
- Quasi-Stationary Workload in a Lévy-Driven Storage System
Cited In (9)
- Quasi-Limiting Behavior of Drifted Brownian Motion
- Speed of convergence to the quasi-stationary distribution for Lévy input fluid queues
- Speed of convergence to the Perron-Frobenius stationary distribution
- Polynomial rate of convergence to the Yaglom limit for Brownian motion with drift
- Title not available (Why is that?)
- On laws of large numbers in \(L^2\) for supercritical branching Markov processes beyond \(\lambda \)-positivity
- Exponential convergence to quasi-stationary distribution and \(Q\)-process
- On the convergence rate of the quasi- to stationary distribution for the Shiryaev-Roberts diffusion
- A strong law of large numbers for super-critical branching Brownian motion with absorption
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