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Bounds and asymptotics for the rate of convergence of birth-death processes

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Doorn van, Erik A. and Zeifman, Alexander I. and Panfilova, Tatyana L. (2008) Bounds and asymptotics for the rate of convergence of birth-death processes. [Report]

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Abstract:We survey a method initiated by one of us in the 1990's for finding bounds and representations for the rate of convergence of a birth-death process. We also present new results obtained by this method for some specific birth-death processes related to mean-field models and to the $M/M/N/N+R$ service system. The new findings pertain to the asymptotic behaviour of the rate of convergence as the number of states tends to infinity.
Item Type:Report
Copyright:© 2008 University of Twente, Department of Applied Mathematics
Faculty:
Electrical Engineering, Mathematics and Computer Science (EEMCS)
Research Group:
Link to this item:http://purl.utwente.nl/publications/64993
Official URL:http://www.math.utwente.nl/publications
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