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JOURNALS // Doklady Rossijskoj Akademii Nauk. Mathematika, Informatika, Processy Upravlenia // Archive

Dokl. RAN. Math. Inf. Proc. Upr., 2025 Volume 523, Pages 35–43 (Mi danma645)

MATHEMATICS

On one approach to obtaining the boundaries of perturbation of homogeneous Markov processes

A. I. Zeifmanab, I. A. Usova, Ya. A. Satina, A. L. Kryukovaa, V. Yu. Korolevbcd

a Vologda State University, Vologda, Russia
b Federal Research Center "Computer Science and Control" of Russian Academy of Sciences, Moscow, Russia
c Moscow Center for Fundamental and Applied Mathematics
d Lomonosov Moscow State University

Abstract: Homogeneous Markov chains with continuous time are considered. A new approach is proposed that makes it possible to obtain accurate estimates of stability for such chains with relation to perturbations of infinitesimal characteristics. The application of the results to stationary queuing systems of several classes, as well as to some non-stationary systems, is considered.

Keywords: queuing systems, bounds of perturbation, forward Kolmogorov system, birth and death processes.

UDC: 517.54

Presented: I. A. Sokolov
Received: 15.06.2024
Revised: 30.01.2025
Accepted: 07.05.2025

DOI: 10.31857/S2686954325030072



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© Steklov Math. Inst. of RAS, 2025