Series Jackson networks and noncrossing probabilities

DOI10.1287/MOOR.1090.0421zbMATH Open1219.60076arXiv0808.0513OpenAlexW2148626664MaRDI QIDQ3169092FDOQ3169092

A. B. Dieker, J. Warren

Publication date: 27 April 2011

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Abstract: This paper studies the queue length process in series Jackson networks with external input to the first station. We show that its Markov transition probabilities can be written as a finite sum of non-crossing probabilities, so that questions on time-dependent queueing behavior are translated to questions on non-crossing probabilities. This makes previous work on non-crossing probabilities relevant to queueing systems and allows new queueing results to be established. To illustrate the latter, we prove that the relaxation time (i.e., the reciprocal of the `spectral gap') of a positive recurrent system equals the relaxation time of an M/M/1 queue with the same arrival and service rates as the network's bottleneck station. This resolves a conjecture of Blanc, which he proved for two queues in series.

Full work available at URL: https://arxiv.org/abs/0808.0513

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zbMATH Keywords

relaxation timespectral gaptandem queuesJackson networkdeparture processcollision probabilitynon-crossing probability

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Continuous-time Markov processes on general state spaces (60J25) Symmetric functions and generalizations (05E05)

Cited In (7)

• Calculating exit times for series Jackson networks
• Determinantal transition kernels for some interacting particles on the line
• Title not available (Why is that?)
• Strong stationary duality for Möbius monotone Markov chains
• On zero-avoiding transition probabilities of an r-node tandem queue: a combinatorial approach
• The non-ergodic Jackson network
• Computable Bounds on the Spectral Gap for Unreliable Jackson Networks

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