首页|Upper bound on the rate of convergence and truncation bound for non-homogeneous birth and death processes on Z
Upper bound on the rate of convergence and truncation bound for non-homogeneous birth and death processes on Z
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NSTL
Elsevier
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 Z with the time-varying and possibly state-dependent intensities. First in the literature upper bounds on the rate of convergence are provided. Upper bounds for the truncation errors are also given. The condition under which a limiting (time-dependent) distribution exists is formulated but relies on the quantities that need to be guessed in each use-case. The developed theory is illustrated by two numerical examples within the queueing theory context. (c) 2022 Elsevier Inc. All rights reserved.
Satin, Y. A.、Razumchik, R., V、Zeifman, A., I、Kovalev, I. A.
NSTL
Elsevier
