About ergodicity and polynomial convergence rate of Generalized Markov modulated Poisson processes

Galina Zverkina

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arXiv · 2010.05875

About ergodicity and polynomial convergence rate of Generalized Markov modulated Poisson processes

Galina Zverkina

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Abstract

Generalization of the Lorden's inequality is an excellent tool for obtaining strong upper bounds for the convergence rate for various complicated stochastic models. This paper demonstrates a method for obtaining such bounds for some generalization of the Markov modulated Poisson process (MMPP). The proposed method can be applied to reliability and queuing theory.

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Galina Zverkina. 2020-10-12. About ergodicity and polynomial convergence rate of Generalized Markov modulated Poisson processes. https://arxiv.org/abs/2010.05875

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