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On geometric and algebraic transience for block-structured Markov chains

Authors :
Xiuqin Li
Wendi Li
Yuanyuan Liu
Source :
Journal of Applied Probability. 57:1313-1338
Publication Year :
2020
Publisher :
Cambridge University Press (CUP), 2020.

Abstract

Block-structured Markov chains model a large variety of queueing problems and have many important applications in various areas. Stability properties have been well investigated for these Markov chains. In this paper we will present transient properties for two specific types of block-structured Markov chains, including M/G/1 type and GI/M/1 type. Necessary and sufficient conditions in terms of system parameters are obtained for geometric transience and algebraic transience. Possible extensions of the results to continuous-time Markov chains are also included.

Details

ISSN :
14756072 and 00219002
Volume :
57
Database :
OpenAIRE
Journal :
Journal of Applied Probability
Accession number :
edsair.doi...........d649cbfa5f40db92963f42ce56105916