Skip to main content

Ergodicity and Polynomial Convergence Rate of Generalized Markov Modulated Poisson Processes

  • Conference paper
  • First Online:
Distributed Computer and Communication Networks: Control, Computation, Communications (DCCN 2020)

Abstract

Generalization of the Lorden’s inequality is an excellent tool for obtaining strong upper bounds for the convergence rate for various complicated stochastic models. This paper demonstrates a method for obtaining such bounds for some generalization of the Markov modulated Poisson process (MMPP). The proposed method can be applied in the reliability and queuing theory.

The work is supported by RFBR, project No 20-01-00575A.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 84.99
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 109.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

References

  1. Afanasyeva, L.G., Tkachenko, A.V.: On the convergence rate for queueing and reliability models described by regenerative processes. J. Math. Sci. 218(2), 119–36 (2016)

    Article  MathSciNet  Google Scholar 

  2. Asmussen, S.: Applied Probability and Queues. SMAP, vol. 51, 2nd edn. Springer, New York (2003). https://doi.org/10.1007/b97236

    Book  MATH  Google Scholar 

  3. Chang, J.T.: Inequalities for the overshoot. Ann. Appl. Probab. 4(4), 1223 (1994). https://doi.org/10.1214/aoap/1177004913

    Article  MathSciNet  MATH  Google Scholar 

  4. Doeblin, W.: Exposé de la théorie des chaînes simples constantes de Markov á un nombre fini d’états. Rev. Math. de l’Union Interbalkanique 2, 77–105 (1938)

    MATH  Google Scholar 

  5. Fischer, W., Meier-Hellstern, K.: The Markov-modulated Poisson process (MMPP) cookbook. Perform. Eval. 18(2), 149–171 (1993)

    Article  MathSciNet  Google Scholar 

  6. Gnedenko, B.V., Belyayev, Y., Solovyev, A.D.: Mathematical Methods of Reliability Theory. Academic Press, Cambridge (2014)

    MATH  Google Scholar 

  7. Gnedenko, B.V., Kovalenko, I.N.: Introduction to Queuing Theory. Mathematical Modeling. Birkhäeuser Boston, Boston (1989). https://doi.org/10.1007/978-1-4615-9826-8

    Book  MATH  Google Scholar 

  8. Griffeath, D.: A maximal coupling for Markov chains. Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 31(2), 95–106 (1975). https://doi.org/10.1007/BF00539434

    Article  MathSciNet  MATH  Google Scholar 

  9. Kalimulina E., Zverkina G.: On some generalization of Lorden’s inequality for renewal processes. Cornell university library, Cornell, pp. 1–5 (2019). arXiv:1910.03381v1

  10. Lorden, G.: On excess over the boundary. Ann. Math. Stat. 41(2), 520 (1970). https://doi.org/10.1214/aoms/1177697092. JSTOR 2239350

    Article  MathSciNet  MATH  Google Scholar 

  11. Rydén, T.: Parameter estimation for Markov modulated Poisson processes Communications in Statistics. Stoch. Models 10(4), 795–829 (1994)

    Article  Google Scholar 

  12. Smith, W.L.: Renewal theory and its ramifications. J. Roy. Statist. Soc. Ser. B 20(2), 243–302 (1958)

    MathSciNet  MATH  Google Scholar 

  13. Zverkina, G.: On Strong Bounds of Rate of Convergence for Regenerative Processes. In: Vishnevskiy, V.M., Samouylov, K.E., Kozyrev, D.V. (eds.) DCCN 2016. CCIS, vol. 678, pp. 381–393. Springer, Cham (2016). https://doi.org/10.1007/978-3-319-51917-3_34

    Chapter  Google Scholar 

  14. Zverkina, G.: Lorden’s inequality and coupling method for backward renewal process. In: Proceedings of XX International Conference on Distributed Computer and Communication Networks: Control, Computation, Communications, DCCN-2017, Moscow, pp. 484–491 (2017)

    Google Scholar 

  15. Zverkina, G.: A system with warm standby. In: Gaj, P., Sawicki, M., Kwiecień, A. (eds.) CN 2019. CCIS, vol. 1039, pp. 387–399. Springer, Cham (2019). https://doi.org/10.1007/978-3-030-21952-9_28

    Chapter  Google Scholar 

  16. Veretennikov, A.Y., Zverkina, G.A.: Simple proof of Dynkin’s formula for single-server systems and polynomial convergence rates. Markov Process. Relat. Fields 20(3), 479–504 (2014)

    MathSciNet  MATH  Google Scholar 

  17. Veretennikov, A.Y.: On polynomial recurrence for reliability system with a warm reserve. Markov Process. Relat. Fields 25(4), 745–761 (2019)

    MathSciNet  MATH  Google Scholar 

  18. Kato, K.: Coupling lemma and its application to the security analysis of quantum key distribution. Tamagawa Univ. Quant. ICT Res. Inst. Bull. 4(1), 23–30 (2014)

    Google Scholar 

  19. Thorisson, H.: Coupling, Stationarity, and Regeneration. Springer, New York (2000)

    Book  Google Scholar 

  20. Veretennikov, A., Butkovsky, O.A.: On asymptotics for Vaserstein coupling of Markov chains. Stoch. Process. Appl. 123(9), 3518–3541 (2013)

    Article  MathSciNet  Google Scholar 

  21. Zverkina, G. About some extended Erlang-Sevast’yanov queueing system and its convergence rate (English and Russian versions) (2018). https://arxiv.org/abs/1805.04915. Fundamentalnaya i Prikladnaya Matematika 22(3), 57–82

Download references

Acknowledgments

The author is grateful to E. Yu. Kalimulina for the great help in preparing this paper. The work is supported by RFBR, project No. 20-01-00575A.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Galina Zverkina .

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2020 Springer Nature Switzerland AG

About this paper

Check for updates. Verify currency and authenticity via CrossMark

Cite this paper

Zverkina, G. (2020). Ergodicity and Polynomial Convergence Rate of Generalized Markov Modulated Poisson Processes. In: Vishnevskiy, V.M., Samouylov, K.E., Kozyrev, D.V. (eds) Distributed Computer and Communication Networks: Control, Computation, Communications. DCCN 2020. Communications in Computer and Information Science, vol 1337. Springer, Cham. https://doi.org/10.1007/978-3-030-66242-4_29

Download citation

  • DOI: https://doi.org/10.1007/978-3-030-66242-4_29

  • Published:

  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-030-66241-7

  • Online ISBN: 978-3-030-66242-4

  • eBook Packages: Computer ScienceComputer Science (R0)

Publish with us

Policies and ethics