Bounds and asymptotics for the rate of convergence of birth-death processes

Erik A. van Doorn; Alexander I. Zeifman; Tatyana L. Panfilova

Bounds and asymptotics for the rate of convergence of birth-death processes

Erik A. van Doorn, Alexander I. Zeifman, Tatyana L. Panfilova

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Abstract

We survey a method initiated by one of us in the 1990's for finding bounds and representations for the rate of convergence of a birth-death process. We also present new results obtained by this method for some specific birth-death processes related to mean-field models and to the $M/M/N/N+R$ service system. The new findings pertain to the asymptotic behaviour of the rate of convergence as the number of states tends to infinity.

Original language	Undefined
Place of Publication	Enschede
Publisher	University of Twente
Number of pages	22
Publication status	Published - Sept 2008

Publication series

Name	Memorandum
Publisher	University of Twente, Department of Applied Mathematics
No.	Supplement/1882
ISSN (Print)	1874-4850
ISSN (Electronic)	1874-4850

Keywords

IR-64993
EWI-13481
MSC-60J80
MSC-60J27
METIS-251193

Access to Document

http://www.math.utwente.nl/publications

Cite this

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KW - MSC-60J80

KW - MSC-60J27

KW - METIS-251193

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BT - Bounds and asymptotics for the rate of convergence of birth-death processes

PB - University of Twente

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