Polling systems with parameter regeneration, the general case

DOI10.1214/08-AAP519MaRDI QIDQ2378627zbMATH OpenFDO

Authors Iain M. MacPhee, Mikhail V. Menshikov, Dimitri Petritis, S. Popov

Publication date 13 January 2009

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

Full work available at URL https://arxiv.org/abs/0803.0625

zbMATH Keywords

stabilityLyapunov functionsrandom matricesrecurrencepolling systemtime-inhomogeneous Markov chainsparameter regeneration

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Queues and service in operations research (90B22) Queueing theory (aspects of probability theory) (60K25)

Abstract: We consider a polling model with multiple stations, each with Poisson arrivals and a queue of infinite capacity. The service regime is exhaustive and there is Jacksonian feedback of served customers. What is new here is that when the server comes to a station it chooses the service rate and the feedback parameters at random; these remain valid during the whole stay of the server at that station. We give criteria for recurrence, transience and existence of the $s$th moment of the return time to the empty state for this model. This paper generalizes the model, when only two stations accept arriving jobs, which was considered in [Ann. Appl. Probab. 17 (2007) 1447--1473]. Our results are stated in terms of Lyapunov exponents for random matrices. From the recurrence criteria it can be seen that the polling model with parameter regeneration can exhibit the unusual phenomenon of null recurrence over a thick region of parameter space.

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Cites work

• scientific article; zbMATH DE number 994725 (Why is no real title available?)
• scientific article; zbMATH DE number 1190392 (Why is no real title available?)
• A Markov chain model of a polling system with parameter regeneration
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• Queueing models with multiple waiting lines
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Cited in

(7)

• Random fluid limit of an overloaded polling model
• Multitype branching processes with immigration in random environment, and polling systems
• Polling under the randomly timed gated regime
• Polling systems in the critical regime.
• On Elevator polling with globally gated regime
• A Markov chain model of a polling system with parameter regeneration
• Critical random walks on two-dimensional complexes with applications to polling systems

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