Series Jackson networks and noncrossing probabilities

DOI10.1287/MOOR.1090.0421MaRDI QIDQ3169092zbMATH OpenOpenAlexFDO

Authors A. B. Dieker, J. Warren

Publication date 27 April 2011

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

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

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)

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.

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