On the Three Methods for Bounding the Rate of Convergence for some Continuous-time Markov Chains Alexander Zeifman∗ Yacov Satiny Anastasia Kryukovaz Rostislav Razumchik§ Ksenia Kiseleva{ Galina Shilovak Abstract. Consideration is given to the three different analytical methods for the computation of upper bounds for the rate of convergence to the limiting regime of one specific class of (in)homogeneous continuous- time Markov chains. This class is particularly suited to describe evolutions of the total number of customers in (in)homogeneous M=M=S queueing systems with possibly state-dependent arrival and service intensities, batch arrivals and services. One of the methods is based on the logarithmic norm of a linear operator function; the other two rely on Lyapunov functions and differential inequalities, respectively. Less restrictive conditions (compared to those known from the literature) under which the methods are applicable, are being formulated. Two numerical examples are given. It is also shown that for homogeneous birth-death Markov processes defined on a finite state space with all transition rates being positive, all methods yield the same sharp upper bound. ∗Vologda State University, Vologda, Russia; Institute of Informatics Problems, Federal Research Center “Computer Science and Control”, Russian Academy of Sciences, Moscow, arXiv:1911.04086v2 [math.PR] 24 Feb 2020 Russia; Vologda Research Center of the Russian Academy of Sciences, Vologda, Russia. E-mail:
[email protected] yVologda State University, Vologda, Russia zVologda State