Geometric decay in a QBD process with countable background states with applications to a join-the-shortest-queue model

被引:34
|
作者
Li, Hui [1 ]
Miyazawa, Masakiyo
Zhao, Yiqiang Q.
机构
[1] Mt St Vincent Univ, Dept Math, Halifax, NS B3M 2J6, Canada
[2] Tokyo Univ Sci, Dept Informat Sci, Noda, Chiba 278, Japan
[3] Carleton Univ, Sch Math & Stat, Ottawa, ON K1S 5B6, Canada
基金
加拿大自然科学与工程研究理事会; 日本学术振兴会;
关键词
alpha-positivity; countable background states; decay rate; generalized join-the-shortest-queue model; QBD process; stationary distribution;
D O I
10.1080/15326340701471042
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
A geometric tail decay of the stationary distribution has been recently studied for the GI / G/ 1 type Markov chain with both countable level and background states. This method is essentially the matrix analytic approach, and simplicity is an obvious advantage of this method. However, so far it can be only applied to the alpha- positive case ( or the jittered case, as referred to in the literature). In this paper, we specialize the GI / G/ 1 type to a quasi-birth-and-death process. This not only refines some expressions because of the matrix geometric form for the stationary distribution, but also allows us to extend the study, in terms of the matrix analytic method, to non-alpha-positive cases. We apply the result to a generalized join-the-shortest-queue model, which only requires elementary computations. The obtained results enable us to discuss when the two queues are balanced in the generalized join-the-shortest-queue model, and establish the geometric tail asymptotics along the direction of the difference between the two queues.
引用
收藏
页码:413 / 438
页数:26
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