On the rate of convergence for some birth and death processes (Q1781662)
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scientific article; zbMATH DE number 2183285
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the rate of convergence for some birth and death processes |
scientific article; zbMATH DE number 2183285 |
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On the rate of convergence for some birth and death processes (English)
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28 June 2005
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Evaluation of the rate of convergence for birth and death processes has been studied by a number of authors. There is also some interest in time-nonhomogeneous Markov chains; such chains model a variety of queueing systems. One of the interesting and important problems in this area is the problem on estimating the rate of convergence to the limit regime for ``weakly'' nonhomogeneous queues. The first such results were obtained by \textit{B. V. Gnedenko} and \textit{I. P. Makarov} [Differ. Uravn. 7, 1696--1698 (1971; Zbl 0269.60071)] and \textit{B. V. Gnedenko} and \textit{A. D. Solov'ev} [Math. Operationsforsch. Stat. 4, 379--390 (1973; Zbl 0292.60112)]. A new method of such problem solution was developed by the authors in a series of articles. It is based on two main ingredients: the logarithmic norm of semigroup generated by a linear operator and a similarity transformation of the reduced matrix of intensities of the considered Markov chain. In this article the authors deal with the classes of ``weakly'' nonhomogeneous birth and death processes and there are obtained more accurate bounds of the rate of convergence to a stationary distribution.
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weakly nonhomogeneous
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stationary distribution
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