In this paper we obtain the rate of convergence to equilibrium of a class of interacting marked point processes, introduced by Kerstan, in two different situations. Indeed, we prove the exponential and subexponential ergodicity of such a class of stochastic processes. Our results are an extension of the corresponding results in a paper by Bremaud, Nappo and Torrisi (JAP, 2002). The generality of the dynamics which we take into account allows the application to the so-called loss networks, and multivariate birth-and-death processes.

A class of interacting marked point processes: rate of convergence to equilibrium

Torrisi GL
2002

Abstract

In this paper we obtain the rate of convergence to equilibrium of a class of interacting marked point processes, introduced by Kerstan, in two different situations. Indeed, we prove the exponential and subexponential ergodicity of such a class of stochastic processes. Our results are an extension of the corresponding results in a paper by Bremaud, Nappo and Torrisi (JAP, 2002). The generality of the dynamics which we take into account allows the application to the so-called loss networks, and multivariate birth-and-death processes.
2002
Istituto Applicazioni del Calcolo ''Mauro Picone''
processi di punto
teoria delle code
teoria del rinnovo
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/20.500.14243/157832
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