I PRIKLADNAYA MATEMATIKA
(FUNDAMENTAL AND APPLIED MATHEMATICS)
1999, VOLUME 5, NUMBER 4, PAGES 1135-1157
Convergence time to equilibrium for large finite Markov chains
A. D. Manita
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For a sequence of finite Markov chains we
introduce a notion of convergence time to equilibrium .
For sequences that are constructed by truncation of some countable
Markov chain we find the convergence time to
equilibrium in terms of Lyapunov function of
the chain .
We apply this result to queueing systems with limited number of
customers: a priority system with several types of customers and
All articles are
published in Russian.
Last modified: December 9, 1999