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Fundamentalnaya i Prikladnaya Matematika, 1999, Volume 5, Issue 4, Pages 1135–1157
(Mi fpm437)
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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
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
Citation:
A. D. Manita, “Convergence time to equilibrium for large finite Markov chains”, Fundam. Prikl. Mat., 5:4 (1999), 1135–1157
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https://www.mathnet.ru/eng/fpm437 https://www.mathnet.ru/eng/fpm/v5/i4/p1135
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Abstract page: | 331 | Full-text PDF : | 222 | First page: | 2 |
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