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| Exponential and Strong Ergodicity for Markov Processes with an Application to Queues |
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Citation： |
Yuanyuan LIU,Zhenting HOU.Exponential and Strong Ergodicity for Markov Processes with an Application to Queues[J].Chinese Annals of Mathematics B,2008,29(2):199~206 |
| Page view： 1344
Net amount： 1195 |
Authors： |
Yuanyuan LIU; Zhenting HOU |
Foundation： |
Project supported by the National Natural Science Foundation of China (No. 10671212) and the Research Fund for the Doctoral Program of Higher Education (No. 20050533036). |
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| 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 |
Classification： |
60J25, 60K25 |
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