Convergence time to equilibrium for large finite Markov chains
Fundamentalʹnaâ i prikladnaâ matematika, Tome 5 (1999) no. 4, pp. 1135-1157
For a sequence of finite Markov chains $\mathcal L(N)$ we introduce a notion of convergence time to equilibrium $T(N)$. For sequences that are constructed by truncation of some countable Markov chain $\mathcal L$ we find the convergence time to equilibrium in terms of Lyapunov function of the chain $\mathcal L$. We apply this result to queueing systems with limited number of customers: a priority system with several types of customers and Jackson network.
@article{FPM_1999_5_4_a9,
author = {A. D. Manita},
title = {Convergence time to equilibrium for large finite {Markov} chains},
journal = {Fundamentalʹna\^a i prikladna\^a matematika},
pages = {1135--1157},
year = {1999},
volume = {5},
number = {4},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/FPM_1999_5_4_a9/}
}
A. D. Manita. Convergence time to equilibrium for large finite Markov chains. Fundamentalʹnaâ i prikladnaâ matematika, Tome 5 (1999) no. 4, pp. 1135-1157. http://geodesic.mathdoc.fr/item/FPM_1999_5_4_a9/