Explicit Convergence Rates of the Embedded M/G/1 Queue

被引:0
作者
Yuan Yuan Liu
Zhen Ting Hou
机构
[1] Central South University,School of Mathematics
来源
Acta Mathematica Sinica, English Series | 2007年 / 23卷
关键词
convergence rate; Markov chains; queues; polynomial ergodicity; geometric ergodicity; 60J10; 60K25;
D O I
暂无
中图分类号
学科分类号
摘要
This paper investigates the explicit convergence rates to the stationary distribution π of the embedded M/G/1 queue; specifically, for suitable rate functions r(n) which may be polynomial with r(n) = nl, l > 0 or geometric with r(n) = αn, α > 1 and "moments" f = 1, we find the conditions under which\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ {\sum\nolimits_{n = 0}^\infty {r{\left( n \right)}} }{\left\| {P^{n} {\left( {i, \cdot } \right)} - \pi {\left( \cdot \right)}} \right\|}_{f} \leqslant M{\left( i \right)} $$\end{document} for all i ∈ E. For the polynomial case, the explicit bounds on M(i) are given in terms of both "drift functions" and behavior of the first hitting time on the state 0; and for the geometric case, the largest geometric convergence rate α* is obtained.
引用
收藏
页码:1289 / 1296
页数:7
相关论文
共 11 条
  • [1] Tuominen undefined(1994)undefined Adv. Appl. Prob. 26 775-undefined
  • [2] Mao undefined(2003)undefined Science in China, Series A 46 621-undefined
  • [3] Fort undefined(2003)undefined Stoch. Proc. Appl. 103 57-undefined
  • [4] Meyn undefined(1994)undefined Ann. Appl. Prob. 4 981-undefined
  • [5] Lund undefined(1996)undefined Math. Operat. Res. 20 182-undefined
  • [6] Roberts undefined(2000)undefined J. Appl. Prob. 37 359-undefined
  • [7] Hou undefined(2004)undefined J. Appl. Prob. 41 778-undefined
  • [8] Soulier undefined(2004)undefined Ann. Appl. Prob. 14 1353-undefined
  • [9] Jarner undefined(2001)undefined Ann. Appl. Prob. 12 224-undefined
  • [10] Gut undefined(1974)undefined Stoch. Proc. Appl. 2 115-undefined