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

DOI10.1515/DEMA-2013-0372MaRDI QIDQ4898889zbMATH OpenOpenAlexFDO

Authors Mariusz Polak, Tomasz Rolski

Publication date 3 January 2013

Published in Demonstratio Mathematica (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivs 3.0 Unported

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

zbMATH Keywords

asymptotic expansionquasi-stationary distributionmodified Bessel functionspeed of convergenceBrownian motion with drift\(M/M/1\) queues

Mathematics Subject Classification ID

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

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• Exponential convergence to a quasi-stationary distribution for birth-death processes with an entrance boundary at infinity
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Cites work

• scientific article; zbMATH DE number 1817636 (Why is no real title available?)
• scientific article; zbMATH DE number 4073644 (Why is no real title available?)
• scientific article; zbMATH DE number 3273551 (Why is no real title available?)
• Applied Probability and Queues
• Introductory lectures on fluctuations of Lévy processes with applications.
• Quasi-stationary distributions for Lévy processes
• Quasi-stationary distributions for a Brownian motion with drift and associated limit laws
• Quasi-stationary workload in a Lévy-driven storage system

Cited in

(11)

• A strong law of large numbers for super-critical branching Brownian motion with absorption
• On the convergence rate of the quasi- to stationary distribution for the Shiryaev-Roberts diffusion
• Quasi-stationarity for one-dimensional renormalized Brownian motion
• 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
• Recurrence classification for a family of non-linear storage models
• Speed of convergence to the Perron-Frobenius stationary distribution
• Speed of convergence to the quasi-stationary distribution for Lévy input fluid queues
• Exponential convergence to quasi-stationary distribution and \(Q\)-process
• Exponential convergence to a quasi-stationary distribution for birth-death processes with an entrance boundary at infinity

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