The aim is to develop the single method for investigation of the Markov processes with counting space of the states, to obtain the qualitative evaluations of the convergence rate and stability. The properties of ergodicity and stability type for the heterogeneous Markov chains with continuous process have been investigated, and the qualitative evaluations of stability and convergence rate have been obtained. The single methods for study of the qualitative properties and for obtaining qualitative evaluations of the convergence rate and stability have been developed and applied to the Markov models of the queueing theory and biologyAvailable from VNTIC / VNTIC - Scientific & Technical Information Centre of RussiaSIGLERURussian Federatio
International audienceThis book concerns discrete-time homogeneous Markov chains that admit an invar...
In this paper, we investigate computable lower bounds for the best strongly ergodic rate of converg...
Finite inhomogeneous continuous-time Markov chains are studied. For a wide class of such processes a...
In Part I we developed stability concepts for discrete chains, together with Foster-Lyapunov criteri...
communicated by I. Pinelis Abstract. For the distribution of a finite, homogeneous, continuous-time ...
In this paper we connect various topological and probabilistic forms of stability for discrete-time ...
AbstractA notion of ergodicity is defined by analogy to homogeneous chains, and a necessary and suff...
In this paper we extend the results of Meyn and Tweedie (1992b) from discrete-time parameter to cont...
AbstractLet {Xn} be a ∅-irreducible Markov chain on an arbitrary space. Sufficient conditions are gi...
This paper investigates the convergence rate to the probability distribution of the embedded M/G/1 a...
This paper studies the equivalence of exponential ergodicity and L2-exponential convergence mainly f...
AbstractThis paper studies the equivalence of exponential ergodicity and L2-exponential convergence ...
AbstractWe study the necessary and sufficient conditions for a finite ergodic Markov chain to conver...
New improved rates of convergence for ergodic homogeneous Markov chains are studied. Examples of com...
We continue the work of improving the rate of convergence of ergodic homogeneous Markov chains. The ...
International audienceThis book concerns discrete-time homogeneous Markov chains that admit an invar...
In this paper, we investigate computable lower bounds for the best strongly ergodic rate of converg...
Finite inhomogeneous continuous-time Markov chains are studied. For a wide class of such processes a...
In Part I we developed stability concepts for discrete chains, together with Foster-Lyapunov criteri...
communicated by I. Pinelis Abstract. For the distribution of a finite, homogeneous, continuous-time ...
In this paper we connect various topological and probabilistic forms of stability for discrete-time ...
AbstractA notion of ergodicity is defined by analogy to homogeneous chains, and a necessary and suff...
In this paper we extend the results of Meyn and Tweedie (1992b) from discrete-time parameter to cont...
AbstractLet {Xn} be a ∅-irreducible Markov chain on an arbitrary space. Sufficient conditions are gi...
This paper investigates the convergence rate to the probability distribution of the embedded M/G/1 a...
This paper studies the equivalence of exponential ergodicity and L2-exponential convergence mainly f...
AbstractThis paper studies the equivalence of exponential ergodicity and L2-exponential convergence ...
AbstractWe study the necessary and sufficient conditions for a finite ergodic Markov chain to conver...
New improved rates of convergence for ergodic homogeneous Markov chains are studied. Examples of com...
We continue the work of improving the rate of convergence of ergodic homogeneous Markov chains. The ...
International audienceThis book concerns discrete-time homogeneous Markov chains that admit an invar...
In this paper, we investigate computable lower bounds for the best strongly ergodic rate of converg...
Finite inhomogeneous continuous-time Markov chains are studied. For a wide class of such processes a...