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On exponential ergodicity of multiclass queueing networks
Authors:David Gamarnik  Sean Meyn
Institution:(1) Coordinated Science Laboratory, 1308 W. Main, Urbana, IL 61801, USA
Abstract:One of the key performance measures in queueing systems is the decay rate of the steady-state tail probabilities of the queue lengths. It is known that if a corresponding fluid model is stable and the stochastic primitives have finite moments, then the queue lengths also have finite moments, so that the tail probability ℙ(⋅>s) decays faster than s n for any n. It is natural to conjecture that the decay rate is in fact exponential.
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