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.
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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.
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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
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