On random walks arising in queueing systems: Ergodicity and transience via quadratic forms as Lyapounov functions. I

DOI10.1007/BF01149191MaRDI QIDQ1263172zbMATH OpenFDO

Authors Guy Fayolle

Publication date 1989

Published in Queueing Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01149191

zbMATH Keywords

criteria for transience and ergodicitylinear inequalitiesLyapunov functionsquadratic formssupermartingales

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22)

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Cites work

• Brownian motion in a wedge with oblique reflection
• Criteria for classifying general Markov chains
• Criteria for the recurrence or transience of stochastic process. I
• scientific article; zbMATH DE number 3462924 (Why is no real title available?)
• scientific article; zbMATH DE number 3390084 (Why is no real title available?)
• scientific article; zbMATH DE number 3085434 (Why is no real title available?)
• On the Stochastic Matrices Associated with Certain Queuing Processes
• The solution of certain two-dimensional Markov models

Cited in

(11)

• Ergodicity conditions for two-dimensional Markov chains on the positive quadrant
• Stability of token passing rings
• The rate of convergence of a homogeneous Markov chain arising from two-queue networks
• Reflecting random walks in curvilinear wedges
• On partially homogeneous nearest-neighbour random walks in the quarter plane and their application in the analysis of two-dimensional queues with limited state-dependency
• scientific article; zbMATH DE number 1190400 (Why is no real title available?)
• On the Stability of Greedy Polling Systems with General Service Policies
• Tail asymptotics of the stationary distribution of a two-dimensional reflecting random walk with unbounded upward jumps
• Networks and dynamical systems
• Passage-times for partially-homogeneous reflected random walks on the quadrant
• Random walks in two-dimensional complexes

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