On three methods for bounding the rate of convergence for some continuous–time Markov chains

Consideration is given to three different analytical methods for the computation of upper bounds for the rate of convergence to the limiting regime of one specific class of (in)homogeneous continuous-time Markov chains. This class is particularly well suited to describe evolutions of the total numbe...

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Bibliographic Details
Main Authors: Zeifman Alexander, Satin Yacov, Kryukova Anastasia, Razumchik Rostislav, Kiseleva Ksenia, Shilova Galina
Format: Article
Language:English
Published: Sciendo 2020-06-01
Series:International Journal of Applied Mathematics and Computer Science
Subjects:
Online Access:https://doi.org/10.34768/amcs-2020-0020
Description
Summary:Consideration is given to three different analytical methods for the computation of upper bounds for the rate of convergence to the limiting regime of one specific class of (in)homogeneous continuous-time Markov chains. This class is particularly well suited to describe evolutions of the total number of customers in (in)homogeneous M/M/S queueing systems with possibly state-dependent arrival and service intensities, batch arrivals and services. One of the methods is based on the logarithmic norm of a linear operator function; the other two rely on Lyapunov functions and differential inequalities, respectively. Less restrictive conditions (compared with those known from the literature) under which the methods are applicable are being formulated. Two numerical examples are given. It is also shown that, for homogeneous birth-death Markov processes defined on a finite state space with all transition rates being positive, all methods yield the same sharp upper bound.
ISSN:2083-8492