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On truncations for weakly ergodic inhomogeneous birth and death processes

International Journal of Applied Mathematics and Computer Science's Cover Image
International Journal of Applied Mathematics and Computer Science
Modelling and Simulation of High Performance Information Systems (special section, pp. 453-566), Pavel Abaev, Rostislav Razumchik, Joanna Kołodziej (Eds.)
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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 Mt/Mt/S queue for any number of servers S. Arbitrary intensity functions instead of periodic ones can be considered in the same manner.

eISSN:
2083-8492
Langue:
Anglais
Périodicité:
4 fois par an
Sujets de la revue:
Mathematics, Applied Mathematics