About ergodicity and polynomial convergence rate of Generalized Markov modulated Poisson processes
Probability
2020-10-13 v1
Abstract
Generalization of the Lorden's inequality is an excellent tool for obtaining strong upper bounds for the convergence rate for various complicated stochastic models. This paper demonstrates a method for obtaining such bounds for some generalization of the Markov modulated Poisson process (MMPP). The proposed method can be applied to reliability and queuing theory.
Keywords
Cite
@article{arxiv.2010.05875,
title = {About ergodicity and polynomial convergence rate of Generalized Markov modulated Poisson processes},
author = {Galina Zverkina},
journal= {arXiv preprint arXiv:2010.05875},
year = {2020}
}
Comments
16 pages, 1 figure. This is a text from the DCCN-2020 conference (https://dccn.ru/)