Two-sided bounds on the rate of convergence for continuous-time finite inhomogeneous Markov chains

摘要

We suggest an approach to obtain general two-sided bounds on the rate of convergence in terms of special "weighted" norms related to total variation. Some important classes of continuous-time Markov chains are considered: birth death catastrophes processes, queueing models with batch arrivals and group services, chains with absorption in zero. (C) 2015 Elsevier B.V. All rights reserved.