arXiv subjects

Y. A. Satin

Publications and source records attributed to Y. A. Satin.

2 recordsLinked to original sources

arXiv2020

On Obtaining Sharp Bounds of the Rate of Convergence for a Class of Continuous-Time Markov Chains

We study inhomogeneous continuous-time weakly ergodic Markov chains with a finite state space. We introduce the notion of a Markov chain with the regular structure of an infinitesimal matrix and study the sharp upper bounds on the rate of convergence for such class of Markov chains.

math.PR↗

arXiv2019

On the Rate of Convergence for a Characteristic of Multidimensional Birth-Death Process

We consider a multidimensional inhomogeneous birth-death process (BDP) and obtain bounds on the rate of convergence for the corresponding one-dimensional processes.

math.PR↗