On exponential ergodicity of multiclass queueing networks
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Publication:975794
DOI10.1007/S11134-010-9173-2zbMATH Open1191.60085arXivmath/0612544OpenAlexW2082481110MaRDI QIDQ975794FDOQ975794
Authors: David Gamarnik, Sean P. Meyn 
Publication date: 11 June 2010
Published in: Queueing Systems (Search for Journal in Brave)
Abstract: One of the key performance measures in queueing systems is the exponential decay rate of the steady-state tail probabilities of the queue lengths. It is known that if a corresponding fluid model is stable and the stochastic primitives have finite moments, then the queue lengths also have finite moments, so that the tail probability pr(cdot >s) decays faster than s^{-n} for any n. It is natural to conjecture that the decay rate is in fact exponential. In this paper an example is constructed to demonstrate that this conjecture is false. For a specific stationary policy applied to a network with exponentially distributed interarrival and service times it is shown that the corresponding fluid limit model is stable, but the tail probability for the buffer length decays slower than s^{-log s}.
Full work available at URL: https://arxiv.org/abs/math/0612544
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Cited In (8)
- Queueing systems fed by many exponential on-off sources: an infinite-intersection approach
- Exponential upper bounds via martingales for multiplexers with Markovian arrivals
- Some Equivalence Results for Load-Independent Exponential Queueing Networks
- Short run dynamics of multi-class queues
- CONJECTURES ON DECAY RATES OF TAIL PROBABILITIES IN GENERALIZED JACKSON AND BATCH MOVEMENT NETWORKS
- \(V\)-uniform ergodicity for state-dependent single class queueing networks
- Stability and busy periods in a multiclass queue with state-dependent arrival rates
- The ODE method for stability of skip-free Markov chains with applications to MCMC
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