On perturbation bounds for continuous-time Markov chains |
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Affiliation: | 1. Shantou University, Shantou, China;2. University of South Carolina, Columbia, SC, USA;3. Guilin University of Electronic Technology, Guilin, China |
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Abstract: | We suggest an approach to obtaining general estimates of stability in terms of special “weighted” norms related to total variation. Two important classes of continuous-time Markov chains are considered for which it is possible to obtain exact convergence rate estimates (and hence, guarantee exact stability estimates): birth–death–catastrophes processes, and queueing models with batch arrivals and group services. |
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Keywords: | Continuous-time Markov chains Inhomogeneous Markov chains Perturbation bounds Special norms |
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