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