L²-Decay rate for non-ergodic Jackson network

Abstract

We establish the additive theorem of L²-decay rate for multidimensional Markov process with independent marginal processes. Using this and the decomposition method, we obtain explicit upper and lower bounds for decay rate of non-ergodic Jackson network. In some cases, we get the exact decay rate.

Keywords

L²-Decay rate / additive theorem / decomposition method / Jackson network

References

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2014 Higher Education Press and Springer-Verlag Berlin Heidelberg