首页 | 本学科首页   官方微博 | 高级检索  
     


Explicit Convergence Rates of the Embedded M/G/1 Queue
Authors:Yuan Yuan Liu  Zhen Ting Hou
Affiliation:(1) School of Mathematics, Central South University, Changsha, 410075, P. R. China
Abstract: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) = n l , l > 0 or geometric with r(n) = α n , α > 1 and "moments" f = 1, we find the conditions under which $$
{sumnolimits_{n = 0}^infty  {r{left( n right)}} }{left| {P^{n} {left( {i, cdot } right)} - pi {left(  cdot  right)}} right|}_{f}  leqslant M{left( i right)}
$$ for all iE. 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. Supported by National Natural Science Foundation of China (No. 10171009)
Keywords:convergence rate   Markov chains   queues   polynomial ergodicity   geometric ergodicity
本文献已被 维普 SpringerLink 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号