Measure-valued stochastic recurrences and the stability of queues

Pascal Moyal

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arXiv · 0706.0817

Measure-valued stochastic recurrences and the stability of queues

Pascal Moyal

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Abstract

In this paper we present a stability criterion for finite measure-valued stochastic recursions, generalizing Loynes's Theorem to spaces of measures. This result provides conditions for the reach of a "total stationary state" for the queue with an infinity of servers and the single-server SRPT queue. Indeed, we give in both cases a condition of existence of a stationary measure-valued recursive sequence characterizing the queueing system exhaustively.

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Pascal Moyal. 2010-09-07. Measure-valued stochastic recurrences and the stability of queues. https://arxiv.org/abs/0706.0817

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