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Two-time-scale Markov chains and applications to quasi-birth-death queues

文献类型：期刊论文

作者Yin, G; Zhang, HQ
刊名SIAM JOURNAL ON APPLIED MATHEMATICS
出版日期2005
卷号65期号:2页码:567-586
关键词Markov chain singular perturbation countable state space asymptotic expansion occupation measure aggregation switching diffusion quasi-birth-death queue
ISSN号0036-1399
DOI10.1137/S003613990139756X
英文摘要Aiming at reduction of complexity, this work is concerned with two-time-scale Markov chains and applications to quasi-birth-death queues. Asymptotic expansions of probability vectors are constructed and justified. Lumping all states of the Markov chain in each subspace into a single state, an aggregated process is shown to converge to a continuous-time Markov chain whose generator is an average with respect to the stationary measures. Then a suitably scaled sequence is shown to converge to a switching diffusion process. Extensions of the results are presented together with examples of quasi-birth-death queues.
WOS研究方向Mathematics
语种英语
WOS记录号WOS:000227544900009
出版者SIAM PUBLICATIONS
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/1246]  
专题应用数学研究所
通讯作者Yin, G
作者单位1.Wayne State Univ, Dept Math, Detroit, MI 48202 USA
2.Acad Sinica, Acad Math & Syst Sci, Inst Appl Math, Beijing 100080, Peoples R China
推荐引用方式
GB/T 7714		 Yin, G,Zhang, HQ. Two-time-scale Markov chains and applications to quasi-birth-death queues[J]. SIAM JOURNAL ON APPLIED MATHEMATICS,2005,65(2):567-586.
APA Yin, G,&Zhang, HQ.(2005).Two-time-scale Markov chains and applications to quasi-birth-death queues.SIAM JOURNAL ON APPLIED MATHEMATICS,65(2),567-586.
MLA Yin, G,et al."Two-time-scale Markov chains and applications to quasi-birth-death queues".SIAM JOURNAL ON APPLIED MATHEMATICS 65.2(2005):567-586.

入库方式： OAI收割

来源：数学与系统科学研究院

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