On the Bounds for a Two-Dimensional Birth-Death Process with Catastrophes

Abstract

The model of a two-dimensional birth-death process with possible catastrophes is studied. The upper bounds on the rate of convergence in some weighted norms and the corresponding perturbation bounds are obtained. In addition, we consider the detailed description of two examples with 1-periodic intensities and various types of death (service) rates. The bounds on the rate of convergence and the behavior of the corresponding mathematical expectations are obtained for each example.

Keywords

• continuous-time Markov chains
• catastrophes
• bounds
• birth-death process
• rate of convergence