activity
20032021
most citedTwo approaches to the construction of perturbation bounds for continuous-time Markov chains

25 citations · 25 across the 5 of their papers we have counts for

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15 papers · 1 filter

math.PR2021

Upper bound on the rate of convergence and truncation bound for nonhomogeneous birth and death processes on

Yacov Satin, Rostislav Razumchik, Alexander Zeifman +1

We consider the well-known problem of the computation of the (limiting) time-dependent performance characteristics of one-dimensional continuous-time birth and death processes on $…

math.PR2021

Bounds on the Rate of Convergence for Queueing Models

Alexander Zeifman, Yacov Satin, Alexander Sipin

We apply the method of differential inequalities for the computation of upper bounds for the rate of convergence to the limiting regime for one specific class of (in)homogeneous co…

math.PR2020

Bounds on the rate on convergence for Markovian queueing models with catastrophes

Alexander Zeifman

In this note, a general approach to the study of non-stationary Markov chains with catastrophes and the corresponding queuing models is considered, as well as to obtain estimates o…

math.PR2020

Bounds for the accuracy of invalid normal approximation

Alexandra Dorofeeva, Victor Korolev, Alexander Zeifman

In applied probability, the normal approximation is often used for the distribution of data with assumed additive structure. This tradition is based on the central limit theorem fo…

math.PR2020

Ergodicity Bounds for the Markovian Queue With Time-Varying Transition Intensities, Batch Arrivals and One Queue Skipping Policy

A. Zeifman, R. Razumchik, Y. Satin +1

In this paper we revisit the Markovian queueing system with a single server, infinite capacity queue and the special queue skipping policy. Customers arrive in batches, but are ser…

math.PR2020

Ergodicity and Perturbation Bounds for Queue with Balking, Catastrophes, Server Failures and Repairs

Alexander Zeifman, Yacov Satin, Ivan Kovalev +1

In this paper, we display methods for the computation of convergence and perturbation bounds for system with balking, catastrophes, server failures and repairs. Based o…