On truncations for weakly ergodic inhomogeneous birth and death processes

Zeifman, A. ; Satin, Y. ; Korolev, V. ; Shorgin, S.

International Journal of Applied Mathematics and Computer Science, Tome 24 (2014) no. 3, pp. 503-518.

Résumé

We investigate a class of exponentially weakly ergodic inhomogeneous birth and death processes. We consider special transformations of the reduced intensity matrix of the process and obtain uniform (in time) error bounds of truncations. Our approach also guarantees that we can find limiting characteristics approximately with an arbitrarily fixed error. As an example, we obtain the respective bounds of the truncation error for an M_t/M_t/S queue for any number of servers S. Arbitrary intensity functions instead of periodic ones can be considered in the same manner.

Détail

Keywords: birth process, death process, weak ergodicity, truncation, forward Kolmogorov system, nonstationary Markovian queueing model
Mots-clés : proces narodzin, proces śmierci, obcinanie, system Kołmogorowa, model Markowa

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