Zobrazeno 1 - 10
of 12
pro vyhledávání: '"Ya. A. Satin"'
Publikováno v:
Doklady Mathematics. 106:375-379
Publikováno v:
Journal of Mathematical Sciences. 234:786-792
Publikováno v:
Statistics & Probability Letters. 137:84-90
An approach is proposed to the construction of general lower bounds for the rate of convergence of probability characteristics of continuous-time inhomogeneous Markov chains with a finite state space in terms of special “weighted” norms related t
Publikováno v:
Theory of Probability & Its Applications. 61:513-520
Weakly ergodic continuous-time countable Markov chains are studied. We obtain uniform in time bounds for approximations via truncations by analogous smaller chains under some natural assumptions.
Autor:
Ya. A. Satin, Alexander Zeifman
Publikováno v:
Journal of Mathematical Sciences. 220:734-741
Inhomogeneous birth and death processes with intensities close to periodic are studied. Limit mean and double mean of such processes are analyzed, their estimates are obtained, and the method of their approximate calculation is developed. Also some e
Publikováno v:
Doklady Mathematics. 94:502-505
A class of inhomogeneous Markovian queuing systems with possible catastrophic failures and group arrival of customers in the case of empty queue is considered; basic estimates of the rate of convergence and stability for this class are obtained.
Autor:
V. Yu. Korolev, Anna Korotysheva, Ya. A. Satin, Tatyana Panfilova, Alexander Zeifman, Alexander Sipin, Galina Shilova
Publikováno v:
Journal of Mathematical Sciences. 218:238-244
We consider a multidimensional inhomogeneous birth-death process and obtain bounds for the probabilities of the corresponding one-dimensional processes.
Publikováno v:
Statistics & Probability Letters. 161:108730
We study inhomogeneous continuous-time weakly ergodic Markov chains with a finite state space. We introduce the notion of a Markov chain with the regular structure of an infinitesimal matrix and study the sharp upper bounds on the rate of convergence
Autor:
Alexander Zeifman, Ya. A. Satin
Publikováno v:
Journal of Mathematical Sciences. 205:100-104
We consider a nonhomogeneous continuous-time Markov chain with finite phase space and 1-periodic intensities. The behavior of two important characteristics of the process is studied, namely, we obtain the bounds on the rate of convergence to the limi
Publikováno v:
Theory of Probability & Its Applications. 57:529-539
We deal with nonstationary continuous-time Markov chains for Markovian queues with bulk arrivals and group services. Under the assumption that arrival and service rates do not depend on the length of the queue, we suggest the approach of obtaining th