On three methods for bounding the rate of convergence for some continuous–time Markov chains Cover

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On three methods for bounding the rate of convergence for some continuous–time Markov chains

International Journal of Applied Mathematics and Computer Science

Volume 30 (2020): Issue 2 (June 2020)

By: Alexander Zeifman, Yacov Satin, Anastasia Kryukova, Rostislav Razumchik, Ksenia Kiseleva and Galina Shilova

Open Access

|Jul 2020

Authors

Alexander Zeifman

a_zeifman@mail.ru

Department of Applied Mathematics, Vologda State University, Vologda

Vologda Research Center, Russian Academy of Sciences, Vologda

Institute of Informatics Problems, Federal Research Center “Computer Science and Control”, Russian Academy of Sciences, Moscow

Yacov Satin

Department of Applied Mathematics, Vologda State University, Vologda

Anastasia Kryukova

krukovanastya25@mail.ru

Department of Applied Mathematics, Vologda State University, Vologda

Rostislav Razumchik

rrazumchik@ipiran.ru

Institute of Informatics Problems, Federal Research Center “Computer Science and Control”, Russian Academy of Sciences, Moscow

Ksenia Kiseleva

ksushakiseleva@mail.ru

Department of Applied Mathematics, Vologda State University, Vologda

Galina Shilova

Department of Applied Mathematics, Vologda State University, Vologda

DOI: https://doi.org/10.34768/amcs-2020-0020 | Journal eISSN: 2083-8492 | Journal ISSN: 1641-876X

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Language: English

Page range: 251 - 266

Submitted on: Oct 8, 2019

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Accepted on: Jan 20, 2020

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Published on: Jul 4, 2020

Published by: University of Zielona Góra

In partnership with: Paradigm Publishing Services

Publication frequency: 4 issues per year

Keywords:

inhomogeneous continuous-time Markov chains,

weak ergodicity,

Lyapunov functions,

differential inequalities,

forward Kolmogorov system

Related subjects:

Applied mathematics

© 2020 Alexander Zeifman, Yacov Satin, Anastasia Kryukova, Rostislav Razumchik, Ksenia Kiseleva, Galina Shilova, published by University of Zielona Góra
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.

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