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

DOI10.1016/j.spl.2015.04.013zbMath1327.60149arXiv1411.2807OpenAlexW2149279130MaRDI QIDQ893954

Alexander I. Zejfman, V. Yu. Korolev

Publication date: 23 November 2015

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

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

zbMATH Keywords

weighted normsqueueing modelsergodicity boundsbirth-death-catastrophes processescontinuous-time inhomogeneous Markov chains

Mathematics Subject Classification ID

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) Applications of continuous-time Markov processes on discrete state spaces (60J28)

Related Items (6)

Lower bounds for the rate of convergence for continuous-time inhomogeneous Markov chains with a finite state space ⋮ Truncation Bounds for Approximations of Inhomogeneous Continuous-Time Markov Chains ⋮ Two-Sided Truncations for a Class of Continuous-Time Markov Chains ⋮ Bounds on the rate of convergence for one class of inhomogeneous Markovian queueing models with possible batch arrivals and services ⋮ On obtaining sharp bounds of the rate of convergence for a class of continuous-time Markov chains ⋮ On truncations for a retrial queueing model

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