Convergence rates in matrix analytic models

DOI10.1080/15326349608807384zbMATH Open0852.60098OpenAlexW1546317430MaRDI QIDQ4883750FDOQ4883750

Authors: Jakob R. Møller, Bjarne Højgaard 

Publication date: 2 December 1996

Published in: Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326349608807384

Recommendations

• Explicit convergence rates of the embedded \(\mathrm{M}/\mathrm{G}/1\) queue
• The rate of convergence to stationarity for \(\mathrm{M}/\mathrm{G}/1\) models with admission controls via coupling
• Several types of convergence rates of the \(M/G/1\) queueing system
• The rate of convergence of a homogeneous Markov chain arising from two-queue networks

zbMATH Keywords

couplingMarkov-modulationregenerative processesmoment conditionstopped sum

Mathematics Subject Classification ID

Queues and service in operations research (90B22) Queueing theory (aspects of probability theory) (60K25)

Cited In (6)

• The rate of convergence to stationarity for \(\mathrm{M}/\mathrm{G}/1\) models with admission controls via coupling
• Light-tailed asymptotics of stationary probability vectors of Markov chains of GI/G/1 type
• Analytic Convergence Rates and Parameterization Issues for the Gibbs Sampler Applied to State Space Models
• Convergence rates in monotone separable stochastic networks
• An extension of the matrix-analytic method for M/G/\(1\)-type Markov processes
• Several types of convergence rates of the \(M/G/1\) queueing system

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