Facilitating Numerical Solutions of Inhomogeneous Continuous Time Markov Chains Using Ergodicity Bounds Obtained with Logarithmic Norm Method

Facilitating Numerical Solutions of Inhomogeneous Continuous Time Markov Chains Using Ergodicity Bounds Obtained with Logarithmic Norm Method

The problem considered is the computation of the (limiting) time-dependent performance characteristics of one-dimensional continuous-time Markov chains with discrete state space and time varying intensities. Numerical solution techniques can benefit from methods providing ergodicity bounds because t...

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Bibliographic Details
Main Authors: Alexander Zeifman, Yacov Satin, Ivan Kovalev, Rostislav Razumchik, Victor Korolev
Format: Article
Language:English
Published: MDPI AG 2020-12-01
Series:Mathematics
Subjects:
continuous-time Markov chains
ergodicity bounds
discrete state space
rate of convergence
logarithmic norm
Online Access:https://www.mdpi.com/2227-7390/9/1/42

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