Exponential and strong ergodicity for Markov processes with an application to queues

Abstract

For an ergodic continuous-time Markov process with a particular state in its space, the authors provide the necessary and sufficient conditions for exponential and strong ergodicity in terms of the moments of the first hitting time on the state. An application to the queue length process of M/G/1 queue with multiple vacations is given.

Keywords

Markov processes / Queueing theory / Exponential ergodicity / Strong ergodicity

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