Two approaches to the construction of perturbation bounds for continuous-time Markov chains

Autor: Zeifman, Alexander, Korolev, Victor, Satin, Yacov
Rok vydání: 2019
Předmět:
Zdroj: Mathematics 2020, 8(2), 253
Druh dokumentu: Working Paper
DOI: 10.3390/math8020253
Popis: The paper is largely of a review nature. It considers two main methods used to study stability and obtain appropriate quantitative estimates of perturbations of (inhomogeneous) Markov chains with continuous time and a finite or countable state space. An approach is described to the construction of perturbation estimates for the main five classes of such chains associated with queuing models. Several specific models are considered for which the limit characteristics and perturbation bounds for admissible "perturbed" processes are calculated.
Databáze: arXiv