Exponential martingales and Wald's formulas for two-queue networks

DOI10.2307/3214018zbMath0609.60094OpenAlexW4232130408MaRDI QIDQ3749879

François Baccelli

Publication date: 1986

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3214018

zbMATH Keywords

ergodicityhitting timesBalance formulasWald's exponential identity

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Sums of independent random variables; random walks (60G50) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)

Related Items (4)

Predictability of operational processes over finite horizon ⋮ Ergodicity conditions for two-dimensional Markov chains on the positive quadrant ⋮ The rate of convergence of a homogeneous Markov chain arising from two-queue networks ⋮ Martingales and buffer overflow for the symmetric shortest queue model

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