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The spectral gap for quasi-birth and death processes
Authors:Yong Hua Mao  Liang Hui Xia
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
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.
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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