Explicit Lyapunov functions and estimates of the essential spectral radius for Jackson networks
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Publication:6233682
arXiv1206.3066MaRDI QIDQ6233682FDOQ6233682
Authors: Irina Ignatiouk-Robert, Danielle Tibi
Publication date: 14 June 2012
Abstract: A family of explicit Lyapunov function for positive recurrent Markovian Jackson network is constructed. With this result we obtain explicit estimates of the tail distribution of the first time, when the process returns to large compact sets, and some explicit estimates of the essential spectral radius of the process. The essential spectral radius of the process provides the best geometric convergence rate to equilibrium that one can get by changing the transitions of the process in a finite set.
Queueing theory (aspects of probability theory) (60K25) Stability of topological dynamical systems (37B25) Continuous-time Markov processes on discrete state spaces (60J27) Stochastic network models in operations research (90B15)
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