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- W2897843164 abstract "In this brief paper we find computable exponential convergence rates for a large class of stochastically ordered Markov processes. We extend the result of Lund, Meyn, and Tweedie (1996), who found exponential convergence rates for stochastically ordered Markov processes starting from a fixed initial state, by allowing for a random initial condition that is also stochastically ordered. Our bounds are formulated in terms of moment-generating functions of hitting times. To illustrate our result, we find an explicit exponential convergence rate for an M/M/1 queue beginning in equilibrium and then experiencing a change in its arrival or departure rates, a setting which has not been studied to our knowledge." @default.
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- W2897843164 date "2018-10-17" @default.
- W2897843164 modified "2023-09-23" @default.
- W2897843164 title "Exponential Convergence Rates for Stochastically Ordered Markov Processes with Random Initial Conditions" @default.
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