On perturbation bounds for continuous-time Markov chains

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• 作者：A.I. Zeifman^a ; ^b ; ^c ; ^{a_zeifman@mail.ru" class="auth_mail} ; V.Yu. Korolev^b ; ^d
• 关键词：60J271 ; 60J22 ; 60J28
• 刊名：Statistics and Probability Letters
• 出版年：May, 2014
• 年：2014
• 卷：88
• 期：Complete
• 页码：66-72
• 全文大小：364 K

文摘

We suggest an approach to obtaining general estimates of stability in terms of special 鈥渨eighted鈥?norms related to total variation. Two important classes of continuous-time Markov chains are considered for which it is possible to obtain exact convergence rate estimates (and hence, guarantee exact stability estimates): birth-death-catastrophes processes, and queueing models with batch arrivals and group services.