17 citations · 19 across the 5 of their papers we have counts for
5 papers
On the Three Methods for Bounding the Rate of Convergence for some Continuous-time Markov Chains
Alexander Zeifman, Yacov Satin, Anastasia Kryukova +3
Consideration is given to the three different analytical methods for the computation of upper bounds for the rate of convergence to the limiting regime of one specific class of (in…
Bounds on the rate of convergence for inhomogeneous systems with either state-dependent transitions, or batch arrivals and service, or both
Alexander Zeifman, Anna Korotysheva, Yacov Satin +3
In this paper one presents method for the computation of convergence bounds for four classes of multiserver queueing systems, described by inhomogeneous Markov chains. Specifically…
Two-sided bounds on the rate of convergence for continuous-time finite inhomogeneous Markov chains
A. Zeifman, V. Korolev
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 c…
On the limiting characteristics for an inhomogeneous queue with catastrophes
Alexander Zeifman, Anna Korotysheva, Victor Korolev
We study weak ergodicity, bounds on the rate of convergence, and problems of computing of the limiting characteristics for an inhomogeneous queueing model with possible…
Modeling high-frequency order flow imbalance by functional limit theorems for two-sided risk processes
V. Yu. Korolev, A. V. Chertok, A. Yu. Korchagin +1
A micro-scale model is proposed for the evolution of the limit order book. Within this model, the flows of orders (claims) are described by doubly stochastic Poisson processes taki…