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Fundamentalnaya i Prikladnaya Matematika, 1999, Volume 5, Issue 4, Pages 1135–1157 (Mi fpm437)  

This article is cited in 1 scientific paper (total in 1 paper)

Convergence time to equilibrium for large finite Markov chains

A. D. Manita

M. V. Lomonosov Moscow State University
Full-text PDF (850 kB) Citations (1)
Abstract: For a sequence of finite Markov chains $\mathcal L(N)$ we introduce a notion of convergence time to equilibrium $T(N)$. For sequences that are constructed by truncation of some countable Markov chain $\mathcal L$ we find the convergence time to equilibrium in terms of Lyapunov function of the chain $\mathcal L$. We apply this result to queueing systems with limited number of customers: a priority system with several types of customers and Jackson network.
Received: 01.12.1996
Bibliographic databases:
UDC: 519.217.2
Language: Russian
Citation: A. D. Manita, “Convergence time to equilibrium for large finite Markov chains”, Fundam. Prikl. Mat., 5:4 (1999), 1135–1157
Citation in format AMSBIB
\Bibitem{Man99}
\by A.~D.~Manita
\paper Convergence time to equilibrium for large finite Markov chains
\jour Fundam. Prikl. Mat.
\yr 1999
\vol 5
\issue 4
\pages 1135--1157
\mathnet{http://mi.mathnet.ru/fpm437}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1782957}
\zmath{https://zbmath.org/?q=an:0969.60073}
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  • https://www.mathnet.ru/eng/fpm437
  • https://www.mathnet.ru/eng/fpm/v5/i4/p1135
  • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Фундаментальная и прикладная математика
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    Abstract page:331
    Full-text PDF :222
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