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

DOI10.1515/dema-2013-0372zbMath1260.60152OpenAlexW963052716MaRDI 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 expansionBrownian motion with driftquasi-stationary distributionmodified Bessel functionspeed of convergence\(M/M/1\) queues

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Queueing theory (aspects of probability theory) (60K25)

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• Applied Probability and Queues