The rate of convergence to stationarity for M/G/1 models with admission controls via coupling

DOI10.1080/15326349.2015.1090322MaRDI QIDQ2803406zbMATH OpenOpenAlexFDO

Authors Martin Kolb, A. Wübker, Wolfgang Stadje

Publication date 4 May 2016

Published in Stochastic Models (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1201.0532

zbMATH Keywords

rate of convergencecouplingadmission controlspectral gapworkload processstationary\(\mathrm{M}/\mathrm{G}/1\) queueing systemsuniform geometric ergodicity

Mathematics Subject Classification ID

Queues and service in operations research (90B22) Queueing theory (aspects of probability theory) (60K25) Performance evaluation, queueing, and scheduling in the context of computer systems (68M20) Stopping times; optimal stopping problems; gambling theory (60G40)

Abstract: We study the workload processes of two restricted M/G/1 queueing systems: in Model 1 any service requirement that would exceed a certain capacity threshold is truncated; in Model 2 new arrivals do not enter the system if they have to wait more than a fixed threshold time in line. For Model 1 we obtain several results concerning the rate of convergence to equilibrium. In particular we derive uniform bounds for geometric ergodicity with respect to certain subclasses. However, we prove that for the class of all Model 1 workload processes there is no uniform bound. For Model 2 we prove that geometric ergodicity follows from the finiteness of the moment-generating function of the service time distribution and derive bounds for the convergence rates in special cases. The proofs use the coupling method.

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Cited in

(1)

• Several types of convergence rates of the \(M/G/1\) queueing system

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