Weak stability bounds for approximations of invariant measures with applications to queueing

Badredine Issaadi ()
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Badredine Issaadi: University of Boumerdes

Methodology and Computing in Applied Probability, 2020, vol. 22, issue 1, 371-400

Abstract: Abstract This paper investigate the approximation of invariant distributions for countable space Markov chains using truncations of the transition matrix. We use the weak perturbation theory to establish analytic error bounds in the GI/M/1 model and a tandem queue with blocking. Numerical examples are carried out to illustrate the quality of the obtained error bounds.

Keywords: Truncation; Queueing system; Drift condition; Weak stability; Algorithm; 68M20; 60K25; 60J10 (search for similar items in EconPapers)
Date: 2020
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DOI: 10.1007/s11009-019-09708-6

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