Simple Proof of Dynkin’s Formula for Single-Server Systems and Polynomial Convergence Ratesстатья
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Дата последнего поиска статьи во внешних источниках: 20 апреля 2016 г.
Аннотация:An elementary and rigorous justification of Dynkin's identity with a
generalised infinitesimal operator
based on the idea of a complete probability formula
is given for
queueing systems with a single server and discontinuous intensities of arrivals and serving.
This is applied
to the analysis of ergodicity and, in particular, to polynomial
bounds of convergence rate to stationary distribution.