RESEARCH ARTICLE

Recurrence and decay properties of a star-typed queueing model with refusal

  • Junping LI ,
  • Xiangxiang HUANG ,
  • Juan WANG ,
  • Lina ZHANG
Expand
  • School of Mathematics and Statistics, Central South University, Changsha 410075, China

Received date: 28 Mar 2014

Accepted date: 02 Dec 2014

Published date: 05 Jun 2015

Copyright

2014 Higher Education Press and Springer-Verlag Berlin Heidelberg

Abstract

We consider a multiclass service system with refusal and bulk-arrival. The properties regarding recurrence, ergodicity, and decay properties of such model are discussed. The explicit criteria regarding recurrence and ergodicity are obtained. The stationary distribution is given in the ergodic case. Then, the exact value of the decay parameter, denoted by λE, is obtained in the transient case. The criteria for the λE-recurrence are also obtained. Finally, the corresponding λE-invariant vector/measure is considered.

Cite this article

Junping LI , Xiangxiang HUANG , Juan WANG , Lina ZHANG . Recurrence and decay properties of a star-typed queueing model with refusal[J]. Frontiers of Mathematics in China, 2015 , 10(4) : 917 -932 . DOI: 10.1007/s11464-015-0444-4

1
Anderson W. Continuous-Time Markov Chains: An Applications-Oriented Approach. New York: Springer-Verlag, 1991

DOI

2
Chen Anyue, Li Junping, Hou Zhenting, Wang Ng Kai. Decay properties and quasistationary distributions for stopped Markovian bulk-arrival and bulk-service queues. Queueing Syst, 2010, 66: 275-311

DOI

3
Chen Mufa. From Markov Chains to Non-Equilibrium Particle Systems. Singapore: World Scientific, 1992

DOI

4
Darroch J N, Seneta E. On quasi-stationary distributions in absorbing continuous-time finite Markov chains. J Appl Prob, 1967, 245: 192-196

DOI

5
Flaspohler D C. Quasi-stationary distributions for absorbing continuous-time denumerable Markov chains. Ann Inst Statist Math, 1974, 26: 351-356

DOI

6
Kelly F P. Invariant measures and the generator. In: Kingman J F C, Reuter G E, eds. Probability, Statistics and Analysis. London Math Soc Lecture Note Ser, Vol 79. Cambridge: Cambridge Univ Press, 1983, 143-160

7
Kijima M. Quasi-limiting distributions of Markov chains that are skip-free to the left in continuous-time. J Appl Probab, 1993, 30: 509-517

DOI

8
Kingman J F C. The exponential decay of Markov transition probability. Proc London Math Soc, 1963, 13: 337-358

DOI

9
Li Junping, Chen Anyue. Decay property of stopped Markovian bulk-arriving queues. Adv Appl Probab, 2008, 40(1): 95-121

DOI

10
Li Junping, Chen Anyue. The decay parameter and invariant measures for Markovian bulk-arrival queues with control at idle time. Methodol Comput Appl Probab, 2011,

DOI

11
Nair M G, Pollett P K. On the relationship between μ-invariant measures and quasistationary distributions for continuous-time Markov chains. Adv Appl Probab, 1993, 25: 82-102

DOI

12
Pollett P K. Reversibility, invariance and mu-invariance. Adv Appl Probab, 1988, 20: 600-621

DOI

13
Pollett P K. The determination of quasi-instationary distribution directly from the transition rates of an absorbing Markov chain. Math Comput Modelling, 1995, 22: 279-287

DOI

14
Pollett P K. Quasi-stationary distributions for continuous time Markov chains when absorption is not certain. J Appl Probab, 1999, 36: 268-272

DOI

15
Tweedie R L. Some ergodic properties of the Feller minimal process. Quart J Math Oxford, 1974, 25(2): 485-493

DOI

16
Van Doorn E A. Conditions for exponential ergodicity and bounds for the decay parameter of a birth-death process. Adv Appl Probab, 1985, 17: 514-530

DOI

17
Van Doorn E A. Quasi-stationary distributions and convergence to quasi-stationarity of birth-death processes. Adv Appl Probab, 1991, 23: 683-700

DOI

18
Vere-Jones D. Geometric ergodicity in denumerable Markov chains. Quart J Math Oxford, 1962, 13(2): 7-28

DOI

19
Yang Xiangqun. The Construction Theory of Denumerable Markov Processes. New York: Wiley, 1990

Outlines

/