A. I. Zeifman, A. V. Chegodaev, V. S. Shorgin, “Some bounds for closed to absorbing Markov models”, Inform. Primen., 2008, Volume 2, Issue 2,Pages <nobr>35

Some bounds for closed to absorbing Markov models

A. I. Zeifman^abc, A. V. Chegodaev^b, V. S. Shorgin^a

^a Institute for Problems of Informatics RAS
^b Vologda State Pedagogical University
^c VSCC CEMI RAS

Abstract: Nonstationary continuous-time Markov models with “almost absorbing” zero state are considered. Such models describe some problems of queueing theory. The properties and bounds for the limit characteristics of such models are obtained. Simple continuous-time random walks as example of considered models are also studied.

Keywords: queueing networks; continuous-timeMarkov chains; ergodicity; birth and death process; simple random walk.