The rate of convergence to stationarity for M/G/1 models with admission controls via coupling

Autor(en): Kolb, Martin
Stadje, Wolfgang 
Wuebker, Achim
Stichwörter: Admission control; coupling; M/G/1; MARKOV-PROCESSES; Mathematics; QUEUE; rate of convergence; spectral gap; stationary; Statistics & Probability; STRONG ERGODICITY; TIME; uniform geometric ergodicity; workload process
Erscheinungsdatum: 2016
Herausgeber: TAYLOR & FRANCIS INC
Journal: STOCHASTIC MODELS
Volumen: 32
Ausgabe: 1
Startseite: 121
Seitenende: 135
Zusammenfassung: 
We study the workload processes of two M/G/1 queueing systems with restricted capacity: in Model 1 any service requirement that would exceed a certain capacity threshold is truncated; in Model 2 new arrivals do not enter the system if they have to wait more than a fixed threshold time in line. For Model 1 we obtain several results concerning the rate of convergence to equilibrium. In particular, we derive uniform bounds for geometric ergodicity with respect to certain subclasses. For Model 2 geometric ergodicity follows from the finiteness of the moment-generating function of the service time distribution. We derive bounds for the convergence rates in special cases. The proofs use the coupling method.
ISSN: 15326349
DOI: 10.1080/15326349.2015.1090322

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