The rate of convergence to stationarity for M/G/1 models with admission controls via coupling

Martin Kolb; Wolfgang Stadje; Achim Wübker

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arXiv · 1201.0532

The rate of convergence to stationarity for M/G/1 models with admission controls via coupling

Martin Kolb·Wolfgang Stadje·Achim Wübker

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Abstract

We study the workload processes of two restricted M/G/1 queueing systems: in Model 1 any service requirement that would exceed a certain capacity threshold is truncated; in Model 2 new arrivals do not enter the system if they have to wait more than a fixed threshold time in line. For Model 1 we obtain several results concerning the rate of convergence to equilibrium. In particular we derive uniform bounds for geometric ergodicity with respect to certain subclasses. However, we prove that for the class of all Model 1 workload processes there is no uniform bound. For Model 2 we prove that geometric ergodicity follows from the finiteness of the moment-generating function of the service time distribution and derive bounds for the convergence rates in special cases. The proofs use the coupling method.

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BibTeX RIS

Martin Kolb, Wolfgang Stadje, Achim Wübker. 2012-01-02. The rate of convergence to stationarity for M/G/1 models with admission controls via coupling. https://arxiv.org/abs/1201.0532

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