Error Bounds for Augmented Truncations of Discrete-Time Block-Monotone Markov Chains under Geometric Drift Conditions

DOI10.1239/aap/1427814582zbMath1310.60106arXiv1405.4075OpenAlexW2521613542MaRDI QIDQ5246172

Hiroyuki Masuyama

Publication date: 17 April 2015

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1405.4075

zbMATH Keywords

discrete-time Markov chainsgeometric drift conditionblock monotonicity\(\mathrm{GI}/\mathrm{G}/1\)-type Markov chainsaugmented truncationpathwise ordering

Mathematics Subject Classification ID

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

Related Items (11)

Error Bounds for Augmented Truncations of Discrete-Time Block-Monotone Markov Chains under Subgeometric Drift Conditions ⋮ Continuous-time block-monotone Markov chains and their block-augmented truncations ⋮ Error bounds for augmented truncation approximations of continuous-time Markov chains ⋮ Explicit convergence rates for the \(M/G/1\) queue under perturbation ⋮ A geometric convergence formula for the level-increment-truncation approximation of \(M/G/1\)-type Markov chains ⋮ Stochastic monotonicity and comparability of Markov chains with block-monotone transition matrices and their applications to queueing systems ⋮ Truncation Bounds for Approximations of Inhomogeneous Continuous-Time Markov Chains ⋮ Stationary Distributions of Continuous-Time Markov Chains: A Review of Theory and Truncation-Based Approximations ⋮ Augmented truncation approximations to the solution of Poisson's equation for Markov chains ⋮ Error bounds for augmented truncation approximations of Markov chains via the perturbation method ⋮ Effect of energy-saving server scheduling on power consumption for large-scale data centers

Uses Software

• MCQueue

Cites Work

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