FUNDAMENTALNAYA
I PRIKLADNAYA MATEMATIKA

(FUNDAMENTAL AND APPLIED MATHEMATICS)

1999, VOLUME 5, NUMBER 4, PAGES 1135-1157

A. D. Manita

Abstract

View as HTML
View as gif image
View as LaTeX source

```
For a sequence of finite Markov chains
```$\mathcal L(N)$
we introduce a notion of convergence time to equilibrium $T(N)$ .
For sequences that are constructed by truncation of some countable
Markov chain $\mathcal L$ we find the convergence time to equilibrium
in terms of Lyapunov function of the chain $\mathcal L$ .
We apply this result to queueing systems with limited number of customers:
a priority system with several types of customers and Jackson network.

All articles are published in Russian.

Main page | Contents of the journal | News | Search |

Location: http://mech.math.msu.su/~fpm/eng/99/994/99410t.htm

Last modified: December 9, 1999