Stationary distributions and convergence for \(M/M/1\) queues in interactive random environment
DOI10.1007/s11134-019-09644-9zbMath1439.60088arXiv1902.03941OpenAlexW2999585996MaRDI QIDQ2306745
Andrey Sarantsev, Yu. M. Sukhov, Guodong Pang, Yana I. Belopolskaya
Publication date: 26 March 2020
Published in: Queueing Systems (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1902.03941
rate of convergence to stationaritycouplingproduct form stationary distributioninteractive random environmentdiscrete environment spacereflected jump diffusion environment process
Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Brownian motion (60J65) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Ergodicity, mixing, rates of mixing (37A25) Diffusion processes (60J60) Processes in random environments (60K37) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)
Related Items (3)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Queues with interruptions: a survey
- Efficient Markovian couplings: Examples and counterexamples
- Dynamic routing and admission control in high-volume service systems: Asymptotic analysis via multi-scale fluid limits
- Subgeometric ergodicity for continuous-time Markov chains
- Subgeometric rates of convergence of \(f\)-ergodic strong Markov processes
- Coupling and mixing times in a Markov chain
- Reflected Brownian motion with skew symmetric data in a polyhedral domain
- Markov chains in random environments: The case of Markovian environments
- Coupling methods for multidimensional diffusion processes
- Ergodicity of a Lévy-driven SDE arising from multiclass many-server queues
- Comparison techniques for competing Brownian particles
- Single-server queues with Markov-modulated arrivals and service speed
- Computable exponential convergence rates for stochastically ordered Markov processes
- Stationary distributions and convergence for Walsh diffusions
- Uniform polynomial rates of convergence for a class of Lévy-driven controlled SDEs arising in multiclass many-server queues
- Stochastic Networks
- Explicit Rates of Exponential Convergence for Reflected Jump-Diffusions on the Half-Line
- Stability of Markovian processes II: continuous-time processes and sampled chains
- Random walks in a queueing network environment
- Design and Control of a Large Call Center: Asymptotic Analysis of an LP-Based Method
- Stochastic differential equations with reflecting boundary conditions
- Birth and death processes in random environments with feedback
- The Queue M|G|1 with Markov Modulated Arrivals and Services
- Birth and death processes with random environments in continuous time
- Markov Chains
- Dynamic service rate control for a single-server queue with Markov-modulated arrivals
- Generalized product-form stationary distributions for Markov chains in random environments with queueing applications
- A Queuing-Type Birth-and-Death Process Defined on a Continuous-Time Markov Chain
- A heterogeneous blocking system in a random environment
- An Optimal Callback Policy for General Arrival Processes: A Pathwise Analysis
- A Formula for Semigroups, with an Application to Branching Diffusion Processes
- Jackson networks in nonautonomous random environments
- Probability and Statistics by Example
- Stationary solutions and forward equations for controlled and singular martingale problems
This page was built for publication: Stationary distributions and convergence for \(M/M/1\) queues in interactive random environment
