Convergence Rates in Matrix Analytic Models
نویسندگان
چکیده
We consider a class of Markov chains fIn; Lng, which comprises Markov chains of the M=G=1 type and the GI=G=1 type. Here fLng is the level process and fIng the modulating process. This paper gives conditions under which (n) is an upper bound for the convergence rate to stationarity for suitable functions . Conditions for the convergence rate of E [L n ] to be o(n ) for some ; > 0 are also given. Similiar results are obtained for the workload in the MAP=G=1 queue. In addition, the paper extends various standard results on stopped sums from the i.i.d. to a Markov-modulated setting.
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تاریخ انتشار 1995