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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 2009 Volume 54, Issue 1, Pages 18–38 (Mi tvp2497)

This article is cited in 44 papers

Bounds and Asymptotics for the Rate of Convergence of Birth-Death Processes

E. van Doorna, A. I. Zeifmanb, T. L. Panfilovac

a University of Twente
b Vologda State Pedagogical University
c Ryazan State Pedagogical University

Abstract: The first part of the paper is a review; it describes the proposed approach and gives the general basis of the method constructed by one of the authors in the 1990's in order to obtain estimates and explicit representations for the rates of convergence for birth-death processes. The second part of the paper presents new results obtained with the described method, which has been applied to specific classes of birth-death processes related to mean-field models and the $M/M/N/N+R$ queueing system related to the asymptotic behavior of the rate of convergence in the case when the number of states of the process tends to infinity.

Keywords: rate of convergence, birth-death processes, mean-field models, Charlier polynomial, queueing system.

Received: 17.09.2008

DOI: 10.4213/tvp2497


 English version:
Theory of Probability and its Applications, 2010, 54:1, 97–113

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© Steklov Math. Inst. of RAS, 2024