Spectral properties of the tandem Jackson network, seen as a quasi-birth-and-death process

DOI10.1214/105051604000000477zbMath1078.60078arXivmath/0503555OpenAlexW2103457383WikidataQ29011845 ScholiaQ29011845MaRDI QIDQ1769424

Peter G. Taylor, Werner R. W. Scheinhardt, Dirk P. Kroese

Publication date: 21 March 2005

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0503555

zbMATH Keywords

decay ratesstationary distributionspectral analysishitting probabilitiesspeed of convergence

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (36)

Spectral gap for open Jackson networks ⋮ The kernel method tail asymptotics analytic approach for stationary probabilities of two-dimensional queueing systems ⋮ Spectral analysis of bilateral birth–death processes: some new explicit examples ⋮ Semi-infinite quasi-Toeplitz matrices with applications to QBD stochastic processes ⋮ Conditioned tandem networks ⋮ PERFORMANCE MEASURES FOR THE TWO-NODE QUEUE WITH FINITE BUFFERS ⋮ On the Effect of Finite Buffer Truncation in a Two-Node Jackson Network ⋮ Rare event asymptotics for a random walk in the quarter plane ⋮ Light tail asymptotics in multidimensional reflecting processes for queueing networks ⋮ Comments on: Light tail asymptotics in multidimensional reflecting processes for queueing networks ⋮ Solving Quadratic Matrix Equations Arising in Random Walks in the Quarter Plane ⋮ Matrix geometric approach for random walks: Stability condition and equilibrium distribution ⋮ Matrix Structures in Queuing Models ⋮ Stationary tail asymptotics of a tandem queue with feedback ⋮ Queues with boundary assistance: The effects of truncation ⋮ A tandem network with MAP inputs ⋮ State-dependent importance sampling for a slowdown tandem queue ⋮ Asymptotic Hitting Distribution for a Reflected Random Walk in the Positive Quadrant ⋮ Large deviations and importance sampling for a tandem network with slow-down ⋮ Continuous-time QBD processes with continuous phase variable ⋮ On the decay of the off-diagonal singular values in cyclic reduction ⋮ Computational schemes for two exponential servers where the first has a finite buffer ⋮ Geometric Decay in a QBD Process with Countable Background States with Applications to a Join-the-Shortest-Queue Model ⋮ Exact tail asymptotics in a priority queue -- characterizations of the preemptive model ⋮ Decay rate for a PH/M/2 queue with shortest queue discipline ⋮ q-SERIES IN MARKOV CHAINS WITH BINOMIAL TRANSITIONS ⋮ A Tandem Queueing Network with Feedback Admission Control ⋮ Discriminatory Processor Sharing Queues and the DREB Method ⋮ Light-Tailed Behavior in QBD Processes with Countably Many Phases ⋮ Approximations to quasi-birth-and-death processes with infinite blocks ⋮ Analysis of Stochastic Online Bin Packing Processes ⋮ A Tandem Queue with Server Slow-Down and Blocking ⋮ Decay rates for quasi-birth-and-death processes with countably many phases and tridiagonal block generators ⋮ On the stationary distribution of queue lengths in a multi-class priority queueing system with customer transfers ⋮ Comments on: Light tail asymptotics in multidimensional reflecting processes for queueing networks ⋮ Computable Bounds on the Spectral Gap for Unreliable Jackson Networks

Cites Work

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• ASYMPTOTIC PROPERTIES OF STATIONARY DISTRIBUTIONS IN TWO-STAGE TANDEM QUEUEING SYSTEMS
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