On Coupling and Weak Convergence to Stationarity
نویسندگان
چکیده
منابع مشابه
On the Convergence to Stationarity of Birth-death Processes
Taking up a recent proposal by Stadje and Parthasarathy in the setting of the many-server Poisson queue, we consider the integral ∫∞ 0 [limu→∞E(X(u))− E(X(t))]dt as a measure of the speed of convergence towards stationarity of the process {X(t), t ≥ 0}, and evaluate the integral explicitly in terms of the parameters of the process in the case that {X(t), t ≥ 0} is an ergodic birth-death process...
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ژورنال
عنوان ژورنال: The Annals of Applied Probability
سال: 1992
ISSN: 1050-5164
DOI: 10.1214/aoap/1177005657