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Explicit Convergence Rates of the Embedded M/G/1 Queue 被引量:1

Explicit Convergence Rates of the Embedded M/G/1 Queue
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摘要 This paper investigates the explicit convergence rates to the stationary distribution π of the embedded M/G/1 queue; specifically, for suitable rate functions r(n) which may be polynomial with r(n) = n^l, l 〉 0 or geometric with r(n) = α^n, a 〉 1 and "moments" f ≥ 1, we find the conditions under which Σ∞n=0 r(n)||P^n(i,·) - π(·)||f ≤ M(i) for all i ∈ E. For the polynomial case, the explicit bounds on M(i) are given in terms of both "drift functions" and behavior of the first hitting time on the state O; and for the geometric case, the largest geometric convergence rate α* is obtained. This paper investigates the explicit convergence rates to the stationary distribution π of the embedded M/G/1 queue; specifically, for suitable rate functions r(n) which may be polynomial with r(n) = n^l, l 〉 0 or geometric with r(n) = α^n, a 〉 1 and "moments" f ≥ 1, we find the conditions under which Σ∞n=0 r(n)||P^n(i,·) - π(·)||f ≤ M(i) for all i ∈ E. For the polynomial case, the explicit bounds on M(i) are given in terms of both "drift functions" and behavior of the first hitting time on the state O; and for the geometric case, the largest geometric convergence rate α* is obtained.
机构地区 School of Mathematics
出处 《Acta Mathematica Sinica,English Series》 SCIE CSCD 2007年第7期1289-1296,共8页 数学学报(英文版)
基金 Supported by National Natural Science Foundation of China(No.10171009)
关键词 convergence rate Markov chains QUEUES polynomial ergodicity geometric ergodicity convergence rate, Markov chains, queues, polynomial ergodicity, geometric ergodicity
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