On exponential ergodicity of multiclass queueing networks |
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Authors: | David Gamarnik Sean Meyn |
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Institution: | (1) Coordinated Science Laboratory, 1308 W. Main, Urbana, IL 61801, USA |
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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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Keywords: | |
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