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JOURNALS // Informatika i Ee Primeneniya [Informatics and its Applications] // Archive

Inform. Primen., 2025 Volume 19, Issue 1, Pages 67–73 (Mi ia936)

Perturbation and truncation bounds for one class of Markov processes of birth-and-death type with catastrophes

I. A. Usova, Ya. A. Satina, A. I. Zeifmanba, V. Yu. Korolevcdb

a Department of Applied Mathematics, Vologda State University, 15 Lenin Str., Vologda 160000, Russian Federation
b Federal Research Center “Computer Science and Control” of the Russian Academy of Sciences, 44-2Vavilov Str., Moscow 119133, Russian Federation
c Faculty of Computational Mathematics and Cybernetics, M.V. Lomonosov Moscow State University, 1-52 Leninskie Gory, GSP-1, Moscow 119991, Russian Federation
d Moscow Center for Fundamental and Applied Mathematics, M.V. Lomonosov Moscow State University, 1-52 Leninskie Gory, GSP-1, Moscow 119991, Russian Federation

Abstract: A class of inhomogeneous continuous-time Markov chains of birth-and-death type with a countable state space is considered. Two types of additional transitions are allowed in the chain, which bring it either to the boundary state or to the state adjacent to it. It is assumed that with an increase in the state number, the birth (death) intensities monotonically decrease (increase). Perturbation bounds are obtained using special weighted norms associated with the total variation. An estimate of the approximation error, when one replaces the original chain by a process with a finite number of states, is constructed. For the case when all the intensities are state-dependent, conditions are provided (using the logarithmic norm method), which guarantee (weak) ergodicity in the norm of total variation. Results are accompanied by illustrative examples.

Keywords: queuing system, birth-and-death process, catastrophes, truncation bounds, perturbation bounds.

Received: 04.12.2024
Accepted: 15.01.2025

Language: English

DOI: 10.14357/19922264250109



© Steklov Math. Inst. of RAS, 2025