Exponential ergodicity in Markovian queueing and dam models

DOI10.2307/3213152zbMath0422.60074OpenAlexW2313576000MaRDI QIDQ3855944

Richard L. Tweedie, Pekka Tuominen

Publication date: 1979

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3213152

zbMATH Keywords

rate of convergencewaiting timesrandom walklimit distributionM/G/1 queuestochastic comparisonadditive inputs

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Queueing theory (aspects of probability theory) (60K25)

Related Items (10)

Computable exponential convergence rates for stochastically ordered Markov processes ⋮ Geometric ergodicity of Harris recurrent Markov chains with applications to renewal theory ⋮ On the rate of convergence to the stationary distribution in the single-server queuing systems ⋮ On the rate of convergence for infinite server Erlang-Sevastyanov's problem ⋮ Hypothesis testing for a Lévy-driven storage system by Poisson sampling ⋮ Exponential and strong ergodicity for Markov processes with an application to queues ⋮ Explicit criteria for several types of ergodicity of the embedded M/G/1 and GI/M/n queues ⋮ Subgeometric rates of convergence for a class of continuous-time Markov process ⋮ A monotonicity in reversible Markov chains ⋮ Geometric Ergodicity of the ALOHA-system and a Coupled Processors Model

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