On Exponential Ergodicity of Multiclass Queueing Networks

Details On Exponential Ergodicity of Multiclass Queueing Networks On Exponential Ergodicity of Multiclass Queueing Networks

2006-12-19

arxiv.org/abs/math/0612544v1

Mathematics

Probability

26 pages, 1 figure

Scientific paper

One of the key performance measures in queueing systems is the exponential decay rate of the steady-state tail probabilities of the queue lengths. It is known that if a corresponding fluid model is stable and the stochastic primitives have finite moments, then the queue lengths also have finite moments, so that the tail probability \pr(\cdot >s) decays faster than s^{-n} for any n. It is natural to conjecture that the decay rate is in fact exponential. In this paper an example is constructed to demonstrate that this conjecture is false. For a specific stationary policy applied to a network with exponentially distributed interarrival and service times it is shown that the corresponding fluid limit model is stable, but the tail probability for the buffer length decays slower than s^{-\log s}.

Affiliated with

Also associated with

No associations

Rating

On Exponential Ergodicity of Multiclass Queueing Networks does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with On Exponential Ergodicity of Multiclass Queueing Networks, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and On Exponential Ergodicity of Multiclass Queueing Networks will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-315803