Two-sided bounds on the rate of convergence for continuous-time finite inhomogeneous Markov chains

DOI10.1016/J.SPL.2015.04.013zbMATH Open1327.60149arXiv1411.2807OpenAlexW2149279130MaRDI QIDQ893954FDOQ893954

Authors: Alexander I. Zejfman, V. Yu. Korolev 

Publication date: 23 November 2015

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Abstract: We suggest an approach to obtaining general two-sided bounds on the rate of convergence in terms of special "weighted" norms related to total variation. Some important classes of continuous-time Markov chains are considered: birth-death-catastrophes processes, queueing models with batch arrivals and group services, chains with absorption in zero.

Full work available at URL: https://arxiv.org/abs/1411.2807

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zbMATH Keywords

ergodicity boundsqueueing modelsweighted normsbirth-death-catastrophes processescontinuous-time inhomogeneous Markov chains

Mathematics Subject Classification ID

Applications of continuous-time Markov processes on discrete state spaces (60J28) Queueing theory (aspects of probability theory) (60K25) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Continuous-time Markov processes on discrete state spaces (60J27)

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Cited In (17)

• Rates of convergence of stochastically monotone and continuous time Markov models
• On truncations for a retrial queueing model
• Truncation Bounds for Approximations of Inhomogeneous Continuous-Time Markov Chains
• On three methods for bounding the rate of convergence for some continuous-time Markov chains
• Lower bounds for the rate of convergence for continuous-time inhomogeneous Markov chains with a finite state space
• Quantitative bounds on convergence of time-inhomogeneous Markov chains
• OnL²-Convergence in a Class of Homogeneous Multitype Markov Chains
• On perturbation bounds for continuous-time Markov chains
• Bounds on the rate of convergence for one class of inhomogeneous Markovian queueing models with possible batch arrivals and services
• Some functional inequalities and the rate of convergence of Markov chains to the boundary
• On certain average characteristics of finite continuous-time Markov chains
• Application of method of differential inequalities to bounding the rate of convergence for a class of Markov chains
• Empirical convergence rates for continuous-time Markov chains
• Poisson-type deviation inequalities for curved continuous-time Markov chains
• On obtaining sharp bounds of the rate of convergence for a class of continuous-time Markov chains
• Convergence rate estimates for countable Markov chains with absorption at zero
• Two-sided truncations for a class of continuous-time Markov chains

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