On exponential ergodicity of multiclass queueing networks
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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}.
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Cited in
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- The ODE method for stability of skip-free Markov chains with applications to MCMC
- \(V\)-uniform ergodicity for state-dependent single class queueing networks
- Short run dynamics of multi-class queues
- Queueing systems fed by many exponential on-off sources: an infinite-intersection approach
- Stability and busy periods in a multiclass queue with state-dependent arrival rates
- Some Equivalence Results for Load-Independent Exponential Queueing Networks
- CONJECTURES ON DECAY RATES OF TAIL PROBABILITIES IN GENERALIZED JACKSON AND BATCH MOVEMENT NETWORKS
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