[图书][B] Eigenvalues, inequalities, and ergodic theory

MF Chen - 2006 - books.google.com
A problem of broad interest–the estimation of the spectral gap for matrices or differential
operators (Markov chains or diffusions)–is covered in this book. The area has a wide range …

Two approaches to the construction of perturbation bounds for continuous-time Markov chains

A Zeifman, V Korolev, Y Satin - Mathematics, 2020 - mdpi.com
This paper is largely a review. It considers two main methods used to study stability and to
obtain appropriate quantitative estimates of perturbations of (inhomogeneous) Markov …

Stability and exponential convergence of continuous-time Markov chains

AY Mitrophanov - Journal of applied probability, 2003 - cambridge.org
For finite, homogeneous, continuous-time Markov chains having a unique stationary
distribution, we derive perturbation bounds which demonstrate the connection between the …

Nonstationary queues: Estimation of the rate of convergence

BL Granovsky, A Zeifman - Queueing Systems, 2004 - Springer
The paper is devoted to the estimation of the rate of of exponential convergence of
nonhomogeneous queues exhibiting different types of ergodicity. The main tool of our study …

Some universal limits for nonhomogeneous birth and death processes

A Zeifman, S Leorato, E Orsingher, Y Satin, G Shilova - Queueing systems, 2006 - Springer
In this paper we consider nonhomogeneous birth and death processes (BDP) with periodic
rates. Two important parameters are studied, which are helpful to describe a …

[PDF][PDF] On truncations for weakly ergodic inhomogeneous birth and death processes

A Zeifman, Y Satin, V Korolev, S Shorgin - International Journal of …, 2014 - sciendo.com
We investigate a class of exponentially weakly ergodic inhomogeneous birth and death
processes. We consider special transformations of the reduced intensity matrix of the …

[图书][B] Quasi-stationary phenomena in nonlinearly perturbed stochastic systems

M Gyllenberg, DS Silvestrov - 2008 - degruyter.com
Bibliography Page 1 Bibliography [1] Abadov, ZA (1984) Asymptotical Expansions with Explicit
Estimation of Constants for Exponential Moments of Sums of Random Variables Defined on a …

[PDF][PDF] On three methods for bounding the rate of convergence for some continuous-time Markov chains

A Zeifman, Y Satin, A Kryukova… - … Journal of Applied …, 2020 - intapi.sciendo.com
Consideration is given to 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 and asymptotics for the rate of convergence of birth-death processes

EA van Doorn, AI Zeifman, TL Panfilova - Theory of Probability & Its …, 2010 - SIAM
The first part of the paper is a review; it describes the proposed approach and gives the
general basis of the method constructed by one of the authors in the 1990s in order to obtain …

Perturbation bounds and truncations for a class of Markovian queues

A Zeifman, V Korolev, Y Satin, A Korotysheva… - Queueing Systems, 2014 - Springer
We consider time-inhomogeneous Markovian queueing models with batch arrivals and
group services. We study the mathematical expectation of the respective queue-length …