Perturbation analysis for denumerable Markov chains with application to queueing models

We study the parametric perturbation of Markov chains with denumerable state spaces. We consider both regular and singular perturbations. By the latter we mean that transition probabilities of a Markov chain, with several ergodic classes, are perturbed such that (rare) transitions among the differen...

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Veröffentlicht in:Advances in applied probability 2004-09, Vol.36 (3), p.839-853
Hauptverfasser: Altman, Eitan, Avrachenkov, Konstantin E., Núñez-Queija, Rudesindo
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Sprache:eng
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