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Doklady Rossijskoj Akademii Nauk. Mathematika, Informatika, Processy Upravlenia, 2025, Volume 523, Pages 35–43 DOI: https://doi.org/10.31857/S2686954325030072
(Mi danma645)
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MATHEMATICS
On one approach to obtaining the boundaries of perturbation of homogeneous Markov processes
A. I. Zeifmanab, I. A. Usova, Ya. A. Satina, A. L. Kryukovaa, V. Yu. Korolevbcd a Vologda State University, Vologda, Russia
b Federal Research Center "Computer Science and Control" of Russian Academy of Sciences, Moscow, Russia
c Moscow Center for Fundamental and Applied Mathematics
d Lomonosov Moscow State University
DOI:
https://doi.org/10.31857/S2686954325030072
Abstract:
Homogeneous Markov chains with continuous time are considered. A new approach is proposed that makes it possible to obtain accurate estimates of stability for such chains with relation to perturbations of infinitesimal characteristics. The application of the results to stationary queuing systems of several classes, as well as to some non-stationary systems, is considered.
Keywords:
queuing systems, bounds of perturbation, forward Kolmogorov system, birth and death processes.
Citation:
A. I. Zeifman, I. A. Usov, Ya. A. Satin, A. L. Kryukova, V. Yu. Korolev, “On one approach to obtaining the boundaries of perturbation of homogeneous Markov processes”, Dokl. RAN. Math. Inf. Proc. Upr., 523 (2025), 35–43
Linking options:
https://www.mathnet.ru/eng/danma645 https://www.mathnet.ru/eng/danma/v523/p35
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