TY - BOOK
T1 - On the convergence to stationarity of birth-death processes
AU - Coolen-Schrijner, Pauline
AU - van Doorn, Erik A.
PY - 2000
Y1 - 2000
N2 - Taking up a recent proposal by Stadje and Parthasarathy in the \linebreak[4] setting of the many-server Poisson queue, we consider the integral \linebreak[4] $\int_0^{\infty}[\lim_{u\to\infty} E(X(u))-E(X(t))]dt$ as a measure of the speed of convergence towards stationarity of the process $\{X(t), t \geq 0\}$, and evaluate the integral explicitly in terms of the parameters of the process in the case that $\{X(t), t \geq 0\}$ is an ergodic birth-death process on $\{0,1,\ldots\}$ starting in 0. We also discuss the discrete-time counterpart of this result, and examine some specific examples.
AB - Taking up a recent proposal by Stadje and Parthasarathy in the \linebreak[4] setting of the many-server Poisson queue, we consider the integral \linebreak[4] $\int_0^{\infty}[\lim_{u\to\infty} E(X(u))-E(X(t))]dt$ as a measure of the speed of convergence towards stationarity of the process $\{X(t), t \geq 0\}$, and evaluate the integral explicitly in terms of the parameters of the process in the case that $\{X(t), t \geq 0\}$ is an ergodic birth-death process on $\{0,1,\ldots\}$ starting in 0. We also discuss the discrete-time counterpart of this result, and examine some specific examples.
M3 - Report
T3 - Memorandum / Department of Applied Mathematics
BT - On the convergence to stationarity of birth-death processes
PB - University of Twente
CY - Enschede
ER -