The spectral gap for quasi-birth and death processes |
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Authors: | Yong Hua Mao Liang Hui Xia |
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Affiliation: | (1) School of Mathematical Sciences, LMCS, Ministry of Education, Beijing Normal University, Beijing, 100875, P. R. China;(2) Department of Mathematics, Ji’nan University, Guangzhou, 510632, P. R. China |
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Abstract: | For a reversible quasi-birth and death process, we generalize and refine the decomposition method, by constructing a birth-death process and a sequence of restriction processes. The spectral gap for the quasi-birth and death process is estimated in terms of the spectral gaps for these processes, and in some special cases, the estimation is sharp. With the aid of the symmetrization procedure, the result is also applied to two queueing models: M/M/1 in random environment and M/M/c with synchronous vacation. |
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Keywords: | Quasi-birth and death process spectral gap birth-death process M/M/1 in random environment MIMIc with synchronous vacation |
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