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arXiv · 1411.2807

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

A. Zeifman·V. Korolev
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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.

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BibTeXRIS

A. Zeifman, V. Korolev. 2014-11-11. Two-sided bounds on the rate of convergence for continuous-time finite inhomogeneous Markov chains. https://doi.org/10.1016/j.spl.2015.04.013

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