Facilitating Numerical Solutions of Inhomogeneous Continuous Time Markov Chains Using Ergodicity Bounds Obtained with Logarithmic Norm Method

The problem considered is the computation of the (limiting) time-dependent performance characteristics of one-dimensional continuous-time Markov chains with discrete state space and time varying intensities. Numerical solution techniques can benefit from methods providing ergodicity bounds because t...

Full description

Bibliographic Details
Main Authors: Alexander Zeifman, Yacov Satin, Ivan Kovalev, Rostislav Razumchik, Victor Korolev
Format: Article
Language:English
Published: MDPI AG 2021-12-01
Series:Mathematics
Subjects:
Online Access:https://www.mdpi.com/2227-7390/9/1/42