About ergodicity and polynomial convergence rate of Generalized Markov modulated Poisson processes

Abstract

Generalization of the Lorden's inequality is an excellent tool for obtaining strong upper bounds for the convergence rate for various complicated stochastic models. This paper demonstrates a method for obtaining such bounds for some generalization of the Markov modulated Poisson process (MMPP). The proposed method can be applied to reliability and queuing theory.

16 pages, 1 figure. This is a text from the DCCN-2020 conference (https://dccn.ru/)