论文标题
关于普遍Markov调制泊松过程的登山性和多项式收敛速率
About ergodicity and polynomial convergence rate of Generalized Markov modulated Poisson processes
论文作者
论文摘要
洛尔登(Lorden)不平等的概括是为各种复杂随机模型的收敛速率获得强大的上限的绝佳工具。本文展示了一种获得Markov调制泊松过程(MMPP)的概括的界限的方法。提出的方法可以应用于可靠性和排队理论。
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 to reliability and queuing theory.