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一类拟生死过程——同步休假的M/M/c排队系统(英文)
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作者 侯振廷 刘源远 宁祥 《中国医学工程》 2002年第6期5-8,11,共5页
Objective:To study several types of ergodicity of the queue length of M/M/c queue with synchronous vacation. Methods: A matrix analytical method is applied to deal with it. Result: It is shown that {L ( t ), J (t) } i... Objective:To study several types of ergodicity of the queue length of M/M/c queue with synchronous vacation. Methods: A matrix analytical method is applied to deal with it. Result: It is shown that {L ( t ), J (t) } is geometrically ergodic if and only if it is ergodic. Conclusion:The criteria for the other types of ergodicity are obtained. 展开更多
关键词 M/M/c Queue geometrically Ergodic Zero - entrance
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Spectral Gap and Convergence Rate for Discrete-time Markov Chains 被引量:2
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作者 Yong Hua MAO Yan Hong SONG 《Acta Mathematica Sinica,English Series》 SCIE CSCD 2013年第10期1949-1962,共14页
Abstract Let P be a transition matrix which is symmetric with respect to a measure π. The spectral gap of P in L2(π)-space, denoted by gap(P), is defined as the distance between 1 and the rest of the spectrum of... Abstract Let P be a transition matrix which is symmetric with respect to a measure π. The spectral gap of P in L2(π)-space, denoted by gap(P), is defined as the distance between 1 and the rest of the spectrum of P. In this paper, we study the relationship between gap(P) and the convergence rate of P^n. When P is transient, the convergence rate of pn is equal to 1 - gap(P). When P is ergodic, we give the explicit upper and lower bounds for the convergence rate of pn in terms of gap(P). These results are extended to L^∞ (π)-space. 展开更多
关键词 Spectral gap convergence rate geometric ergodicity TRANSIENCE strong ergodicity uni-form decay
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Explicit Convergence Rates of the Embedded M/G/1 Queue 被引量:1
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作者 Yuan Yuan LIU Zhen Ting HOU 《Acta Mathematica Sinica,English Series》 SCIE CSCD 2007年第7期1289-1296,共8页
This paper investigates the explicit convergence rates to the stationary distribution π of the embedded M/G/1 queue; specifically, for suitable rate functions r(n) which may be polynomial with r(n) = n^l, l 〉 0 ... This paper investigates the explicit convergence rates to the stationary distribution π of the embedded M/G/1 queue; specifically, for suitable rate functions r(n) which may be polynomial with r(n) = n^l, l 〉 0 or geometric with r(n) = α^n, a 〉 1 and "moments" f ≥ 1, we find the conditions under which Σ∞n=0 r(n)||P^n(i,·) - π(·)||f ≤ M(i) for all i ∈ E. For the polynomial case, the explicit bounds on M(i) are given in terms of both "drift functions" and behavior of the first hitting time on the state O; and for the geometric case, the largest geometric convergence rate α* is obtained. 展开更多
关键词 convergence rate Markov chains QUEUES polynomial ergodicity geometric ergodicity
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THE PROBABILISTIC PROPERTIES OF THE NONLINEAR AUTOREGRESSIVE MODEL WITH CONDITIONAL HETEROSKEDASTICITY
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作者 陈敏 安鸿志 《Acta Mathematicae Applicatae Sinica》 SCIE CSCD 1999年第1期9-17,共9页
In this paper we examine the geometric ergodicities under fairly wide conditions for the following nonlinear autoregressive model
关键词 Nonlinear autoregressive model Markov chain the conditional heteroskedasticity geometrical ergodicity
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