Please wait a minute...
Frontiers of Mathematics in China

ISSN 1673-3452

ISSN 1673-3576(Online)

CN 11-5739/O1

Postal Subscription Code 80-964

2018 Impact Factor: 0.565

Front. Math. China    2015, Vol. 10 Issue (4) : 917-932    https://doi.org/10.1007/s11464-015-0444-4
RESEARCH ARTICLE
Recurrence and decay properties of a star-typed queueing model with refusal
Junping LI(),Xiangxiang HUANG,Juan WANG,Lina ZHANG
School of Mathematics and Statistics, Central South University, Changsha 410075, China
 Download: PDF(146 KB)  
 Export: BibTeX | EndNote | Reference Manager | ProCite | RefWorks
Abstract

We consider a multiclass service system with refusal and bulk-arrival. The properties regarding recurrence, ergodicity, and decay properties of such model are discussed. The explicit criteria regarding recurrence and ergodicity are obtained. The stationary distribution is given in the ergodic case. Then, the exact value of the decay parameter, denoted by λE, is obtained in the transient case. The criteria for the λE-recurrence are also obtained. Finally, the corresponding λE-invariant vector/measure is considered.

Keywords Generation function      bulk-arrival queue      recurrence      ergodicity      decay parameter      invariant measure     
Corresponding Author(s): Junping LI   
Issue Date: 05 June 2015
 Cite this article:   
Junping LI,Xiangxiang HUANG,Juan WANG, et al. Recurrence and decay properties of a star-typed queueing model with refusal[J]. Front. Math. China, 2015, 10(4): 917-932.
 URL:  
https://academic.hep.com.cn/fmc/EN/10.1007/s11464-015-0444-4
https://academic.hep.com.cn/fmc/EN/Y2015/V10/I4/917
1 Anderson W. Continuous-Time Markov Chains: An Applications-Oriented Approach. New York: Springer-Verlag, 1991
https://doi.org/10.1007/978-1-4612-3038-0
2 Chen Anyue, Li Junping, Hou Zhenting, Wang Ng Kai. Decay properties and quasistationary distributions for stopped Markovian bulk-arrival and bulk-service queues. Queueing Syst, 2010, 66: 275-311
https://doi.org/10.1007/s11134-010-9194-x
3 Chen Mufa. From Markov Chains to Non-Equilibrium Particle Systems. Singapore: World Scientific, 1992
https://doi.org/10.1142/1389
4 Darroch J N, Seneta E. On quasi-stationary distributions in absorbing continuous-time finite Markov chains. J Appl Prob, 1967, 245: 192-196
https://doi.org/10.2307/3212311
5 Flaspohler D C. Quasi-stationary distributions for absorbing continuous-time denumerable Markov chains. Ann Inst Statist Math, 1974, 26: 351-356
https://doi.org/10.1007/BF02479830
6 Kelly F P. Invariant measures and the generator. In: Kingman J F C, Reuter G E, eds. Probability, Statistics and Analysis. London Math Soc Lecture Note Ser, Vol 79. Cambridge: Cambridge Univ Press, 1983, 143-160
7 Kijima M. Quasi-limiting distributions of Markov chains that are skip-free to the left in continuous-time. J Appl Probab, 1993, 30: 509-517
https://doi.org/10.2307/3214761
8 Kingman J F C. The exponential decay of Markov transition probability. Proc London Math Soc, 1963, 13: 337-358
https://doi.org/10.1112/plms/s3-13.1.337
9 Li Junping, Chen Anyue. Decay property of stopped Markovian bulk-arriving queues. Adv Appl Probab, 2008, 40(1): 95-121
https://doi.org/10.1239/aap/1208358888
10 Li Junping, Chen Anyue. The decay parameter and invariant measures for Markovian bulk-arrival queues with control at idle time. Methodol Comput Appl Probab, 2011
https://doi.org/10.1007/s11009-011-9252-9
11 Nair M G, Pollett P K. On the relationship between μ-invariant measures and quasistationary distributions for continuous-time Markov chains. Adv Appl Probab, 1993, 25: 82-102
https://doi.org/10.2307/1427497
12 Pollett P K. Reversibility, invariance and mu-invariance. Adv Appl Probab, 1988, 20: 600-621
https://doi.org/10.2307/1427037
13 Pollett P K. The determination of quasi-instationary distribution directly from the transition rates of an absorbing Markov chain. Math Comput Modelling, 1995, 22: 279-287
https://doi.org/10.1016/0895-7177(95)00205-G
14 Pollett P K. Quasi-stationary distributions for continuous time Markov chains when absorption is not certain. J Appl Probab, 1999, 36: 268-272
https://doi.org/10.1239/jap/1032374247
15 Tweedie R L. Some ergodic properties of the Feller minimal process. Quart J Math Oxford, 1974, 25(2): 485-493
https://doi.org/10.1093/qmath/25.1.485
16 Van Doorn E A. Conditions for exponential ergodicity and bounds for the decay parameter of a birth-death process. Adv Appl Probab, 1985, 17: 514-530
https://doi.org/10.2307/1427118
17 Van Doorn E A. Quasi-stationary distributions and convergence to quasi-stationarity of birth-death processes. Adv Appl Probab, 1991, 23: 683-700
https://doi.org/10.2307/1427670
18 Vere-Jones D. Geometric ergodicity in denumerable Markov chains. Quart J Math Oxford, 1962, 13(2): 7-28
https://doi.org/10.1093/qmath/13.1.7
19 Yang Xiangqun. The Construction Theory of Denumerable Markov Processes. New York: Wiley, 1990
[1] Yuhui ZHANG. Moments of first hitting times for birth-death processes on trees[J]. Front. Math. China, 2019, 14(4): 833-854.
[2] Yuhui ZHANG. Criteria on ergodicity and strong ergodicity of single death processes[J]. Front. Math. China, 2018, 13(5): 1215-1243.
[3] Yuanyuan LIU, Yanhong SONG. Integral-type functionals of first hitting times for continuous-time Markov chains[J]. Front. Math. China, 2018, 13(3): 619-632.
[4] Junping LI, Lina ZHANG. MX=M=c Queue with catastrophes and state-dependent control at idle time[J]. Front. Math. China, 2017, 12(6): 1427-1439.
[5] Yuanyuan LIU,Yuhui ZHANG. Central limit theorems for ergodic continuous-time Markov chains with applications to single birth processes[J]. Front. Math. China, 2015, 10(4): 933-947.
[6] Jinwen CHEN. Limiting process of absorbing Markov chains[J]. Front. Math. China, 2014, 9(4): 753-759.
[7] Lina ZHANG,Junping LI. Decay properties of Markovian bulk-arrival and bulk-service queues with state-independent control[J]. Front. Math. China, 2014, 9(4): 983-1000.
[8] Wenming HONG,Meijuan ZHANG,Yiqiang Q. ZHAO. Light-tailed behavior of stationary distribution for state-dependent random walks on a strip[J]. Front. Math. China, 2014, 9(4): 813-834.
[9] Mu-Fa CHEN,Yuhui ZHANG. Unified representation of formulas for single birth processes[J]. Front. Math. China, 2014, 9(4): 761-796.
[10] Yong LIU, Jianglun WU, Fengxia YANG, Jianliang ZHAI. An ergodic theorem of a parabolic Anderson model driven by Lévy noise[J]. Front Math Chin, 2011, 6(6): 1147-1183.
[11] Wei LIU. Ergodicity of transition semigroups for stochastic fast diffusion equations[J]. Front Math Chin, 2011, 6(3): 449-472.
[12] Jian WANG, . Logarithmic Sobolev inequality and strong ergodicity for birth-death processes[J]. Front. Math. China, 2009, 4(4): 721-726.
[13] MAO Yong-hua. Some New Results on Strong Ergodicity[J]. Front. Math. China, 2006, 1(1): 105-109.
Viewed
Full text


Abstract

Cited

  Shared   
  Discussed