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DECAY PROPERTY OF STOPPED MARKOVIAN BULK-ARRIVING QUEUES.

Authors :
Junping Li
Anyue Chen
Source :
Advances in Applied Probability; Mar2008, Vol. 40 Issue 1, p95-121, 27p
Publication Year :
2008

Abstract

We consider decay properties including the decay parameter, invariant measures, invariant vectors, and quasistationary distributions of a Markovian bulk-arriving queue that stops immediately after hitting the zero state. Investigating such behavior is crucial in realizing the busy period and some other related properties of Markovian bulk-arriving queues. The exact value of the decay parameter λ<subscript>c</subscript> is obtained and expressed explicitly. The invariant measures, invariant vectors, and quasistationary distributions are then presented. We show that there exists a family of invariant measures indexed by λ ∈ [0, λ<subscript>C</subscript>]. We then show that, under some conditions, there exists a family of quasistationary distributions, also indexed by λ ∈ [0, λ<subscript>C</subscript>]. The generating functions of these invariant measures and quasistationary distributions are presented. We further show that a stopped Markovian bulk-arriving queue is always λ <subscript>C</subscript>-transient and some deep properties are revealed. The clear geometric interpretation of the decay parameter is explained. A few examples are then provided to illustrate the results obtained in this paper. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
00018678
Volume :
40
Issue :
1
Database :
Complementary Index
Journal :
Advances in Applied Probability
Publication Type :
Academic Journal
Accession number :
32114498
Full Text :
https://doi.org/10.1239/aap/1208358888