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

Abstract

We suggest an approach to obtaining 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.

Cited by in corpus (3)

• On the Three Methods for Bounding the Rate of Convergence for some Continuous-time Markov Chains
• On Obtaining Sharp Bounds of the Rate of Convergence for a Class of Continuous-Time Markov Chains
• Bounds on the rate of convergence for inhomogeneous $M/M/S$ systems with either state-dependent transitions, or batch arrivals and service, or both