This paper provides strong bounds on perturbations over a collection of independent random variables, where ‘strong’ has to be understood as uniform w.r.t. some functional norm. Our analysis is based on studying the concept of weak differentiability. By applying a fundamental result from the...

This paper provides strong bounds on perturbations over a collection of independent random variables, where ‘strong’ has to be understood as uniform w.r.t. some functional norm. Our analysis is based on studying the concept of weak differentiability. By applying a fundamental result from the...

This paper provides series expansions of the stationary distribution of a finite Markov chain. This leads to an efficient numerical algorithm for computing the stationary distribution of a finite Markov chain. Numerical examples are given to illustrate the performance of the algorithm.

This paper provides series expansions of the stationary distribution of a finite Markov chain. This leads to an efficient numerical algorithm for computing the stationary distribution of a finite Markov chain. Numerical examples are given to illustrate the performance of the algorithm.

In this companion paper of [10] we introduce the combinatorial notion of unbalance for a routing pattern. Using this unbalance we derive an upper bound for the total average expected waiting time of jobs which are routed to parallel queues according to a periodic routing rule. A billiard...