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Upper and lower bounds on the rate of convergence for nonhomogeneous birth and death processes

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  • Zeifman, A.I.

Abstract

We consider nonhomogeneous birth and death processes and obtain upper and lower bounds on the rate of convergence. Homogeneous birth and death processes and birth and death processes on a finite state space are studied as special cases.

Suggested Citation

  • Zeifman, A.I., 1995. "Upper and lower bounds on the rate of convergence for nonhomogeneous birth and death processes," Stochastic Processes and their Applications, Elsevier, vol. 59(1), pages 157-173, September.
    • Handle: RePEc:eee:spapps:v:59:y:1995:i:1:p:157-173
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    References listed on IDEAS

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    1. Callaert, Herman & Keilson, Julian, 1973. "On exponential ergodicity and spectral structure for birth-death processes, II," Stochastic Processes and their Applications, Elsevier, vol. 1(3), pages 217-235, July.
    2. Callaert, Herman & Keilson, Julian, 1973. "On exponential ergodicity and spectral structure for birth-death processes I," Stochastic Processes and their Applications, Elsevier, vol. 1(2), pages 187-216, April.
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    Citations

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    Cited by:

    1. Zeifman, A. & Satin, Y. & Kiseleva, K. & Korolev, V. & Panfilova, T., 2019. "On limiting characteristics for a non-stationary two-processor heterogeneous system," Applied Mathematics and Computation, Elsevier, vol. 351(C), pages 48-65.
    2. Korolev, V.Yu. & Chertok, A.V. & Korchagin, A.Yu. & Zeifman, A.I., 2015. "Modeling high-frequency order flow imbalance by functional limit theorems for two-sided risk processes," Applied Mathematics and Computation, Elsevier, vol. 253(C), pages 224-241.
    3. Alexander Zeifman & Victor Korolev & Yacov Satin, 2020. "Two Approaches to the Construction of Perturbation Bounds for Continuous-Time Markov Chains," Mathematics, MDPI, vol. 8(2), pages 1-25, February.
    4. Zeifman, A.I. & Korolev, V. Yu., 2015. "Two-sided bounds on the rate of convergence for continuous-time finite inhomogeneous Markov chains," Statistics & Probability Letters, Elsevier, vol. 103(C), pages 30-36.
    5. Guodong Pang & Andrey Sarantsev & Yuri Suhov, 2022. "Birth and death processes in interactive random environments," Queueing Systems: Theory and Applications, Springer, vol. 102(1), pages 269-307, October.
    6. André de Palma & Claude Lefèvre, 2018. "Bottleneck models and departure time problems," Working Papers hal-01581519, HAL.
    7. Granovsky, Boris L. & Zeifman, Alexander I., 1997. "The decay function of nonhomogeneous birth-death processes, with application to mean-field models," Stochastic Processes and their Applications, Elsevier, vol. 72(1), pages 105-120, December.
    8. Alexander Zeifman & Yacov Satin & Ksenia Kiseleva & Victor Korolev, 2019. "On the Rate of Convergence for a Characteristic of Multidimensional Birth-Death Process," Mathematics, MDPI, vol. 7(5), pages 1-10, May.
    9. Erik Doorn, 2011. "Rate of convergence to stationarity of the system M/M/N/N+R," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 19(2), pages 336-350, December.
    10. Zeifman, A.I. & Korolev, V.Yu., 2014. "On perturbation bounds for continuous-time Markov chains," Statistics & Probability Letters, Elsevier, vol. 88(C), pages 66-72.
    11. Satin, Y.A. & Razumchik, R.V. & Zeifman, A.I. & Kovalev, I.A., 2022. "Upper bound on the rate of convergence and truncation bound for non-homogeneous birth and death processes on Z," Applied Mathematics and Computation, Elsevier, vol. 423(C).
    12. Yacov Satin & Rostislav Razumchik & Ivan Kovalev & Alexander Zeifman, 2023. "Ergodicity and Related Bounds for One Particular Class of Markovian Time—Varying Queues with Heterogeneous Servers and Customer’s Impatience," Mathematics, MDPI, vol. 11(9), pages 1-15, April.
    13. Zeifman, A.I. & Korolev, V.Yu. & Satin, Ya.A. & Kiseleva, K.M., 2018. "Lower bounds for the rate of convergence for continuous-time inhomogeneous Markov chains with a finite state space," Statistics & Probability Letters, Elsevier, vol. 137(C), pages 84-90.
    14. Yacov Satin & Alexander Zeifman & Alexander Sipin & Sherif I. Ammar & Janos Sztrik, 2020. "On Probability Characteristics for a Class of Queueing Models with Impatient Customers," Mathematics, MDPI, vol. 8(4), pages 1-15, April.

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