Applying Foster's criteria to a \(GI/PH/1\) queueing system (Q2371713)

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Applying Foster's criteria to a \(GI/PH/1\) queueing system
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    Applying Foster's criteria to a \(GI/PH/1\) queueing system (English)
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    5 July 2007
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    The authors use Foster's criteria to obtain necessary and sufficient conditions ensuring the recurrence and ergodicity of an embedded Markov chain for a \(GI/PH/1\) queuing system. For example Foster proved such a theorem. Theorem 3. Let \((p_{nk})_{i,j \in Z}\) be a matrix of transition probabilities of some irreducible Markov chain with discrete time and state space \(Z \subset N_0.\) The chain is irreversible if and only if the system \(\sum_{j=0}^\infty p_{ij} y_j =y_i \), \(i\neq 0\) has bounded non-constant solution \(y =(y_0, y_1, \dots )^T.\) Let \(\rho\) be the utilization factor of the system \(GI/PH/1\). The authors prove that the assumptions of this theorem hold for the an embedded chain \(K\) if \(\rho >1.\)
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    Markov chain
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    queuing system
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    foster's criterion
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