Two-sided bounds on the rate of convergence for continuous-time finite inhomogeneous Markov chains

A.I. Zeifman and V. Yu. Korolev

Statistics & Probability Letters, 2015, vol. 103, issue C, 30-36

Abstract: We suggest an approach to obtain general two-sided bounds on the rate of convergence in terms of special “weighted” norms related to total variation. Some important classes of continuous-time Markov chains are considered: birth–death–catastrophes processes, queueing models with batch arrivals and group services, chains with absorption in zero.

Keywords: Continuous-time Markov chains; Inhomogeneous Markov chains; Ergodicity bounds; Special norms (search for similar items in EconPapers)
Date: 2015
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Citations: View citations in EconPapers (3)

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DOI: 10.1016/j.spl.2015.04.013

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