Convergence Time to Equilibrium for Large Nite Markov Chains

نویسنده

  • A. D. Manita
چکیده

For a sequence of nite Markov chains L(N) we introduce the notion of \conver-gence time to equilibrium" T(N). For sequences that are obtained by truncating some countable Markov chain L we nd the convergence time to equilibrium in terms of Lyapunov function of Markov chain L. We apply this result to queue-ing systems with a limited number of customers: a priority system with several customer types and the Jackson network.

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تاریخ انتشار 1997