Abstract
We consider inhomogeneous continuous-time Markov chains with vanishing perturbations. It is proved that, under some natural conditions, the limiting regimes of the initial and perturbed chains coincide. We obtain explicit estimates, which allow construction of the limiting regime of the perturbed chain, and show how these results can be used in the analysis of several known classes of queuing systems.
Similar content being viewed by others
REFERENCES
D. B. Gnedenko, “On a generalization of Erlang formulae,” Zastosow. Mat. 12, 239–242 (1971).
B. Gnedenko and A. Soloviev, “On the conditions of the existence of final probabilities for a Markov process,” Math. Oper. Stat. 4, 379–390 (1973).
J. Liu, P. E. Pare, A. Nedic, C. Y. Tang, C. L. Beck, and T. Basar, “Analysis and control of a continuous-time bi-virus model,” IEEE Trans. Autom. Control 64 (12), 4891–4906 (2019).
P. E. Pare, J. Liu, C. L. Beck, A. Nedic, and T. Basar, “Multi-competitive viruses over time-varying networks with mutations and human awareness,” Automatica 123, 109330 (2021).
A. I. Zeifman and D. L. Isaacson, “On strong ergodicity for nonhomogeneous continuous-time Markov chains,” Stochastic Processes Appl. 50 (2), 263–273 (1994).
Ju. L. Daleckiĭ and M. G. Kreĭn, Stability of Solutions of Differential Equations in Banach Space (Nauka, Moscow, 1970; Am. Math. Soc., Providence, 1974).
A. Zeifman, V. Korolev, and Y. Satin, “Two approaches to the construction of perturbation bounds for continuous-time Markov chains,” Mathematics 8 (2), 253 (2020).
V. Abramov and R. Liptser, “On existence of limiting distribution for time-nonhomogeneous countable Markov process,” Queueing Syst. 46 (3), 353–361 (2004).
A. Zeifman, Y. Satin, I. Kovalev, R. Razumchik, and V. Korolev, “Facilitating numerical solutions of inhomogeneous continuous time Markov chains using ergodicity bounds obtained with logarithmic norm method,” Mathematics 9 (1), 42 (2021). https://doi.org/10.3390/math9010042
E. van Doorn, A. I. Zeifman, and T. L. Panfilova, “Bounds and asymptotics for the rate of convergence of birth-death processes,” Theory Probab. Appl. 54 (1), 97–113 (2010).
C. Fricker, P. Robert, and D. Tibi, “On the rates of convergence of Erlang’s model,” J. Appl. Probab. 36, 1167–1184 (1999).
Ya. M. Agalarov, “Optimal threshold-based admission control in the M/M/s system with heterogeneous servers and a common queue,” Inf. Primen. 15 (1), 57–64 (2021).
H. Caswell, “Perturbation analysis of continuous-time absorbing Markov chains,” Numer. Linear Algebra Appl. 18 (6), 901–917 (2011).
A. Chen, X. Wu, and J. Zhang, “Markovian bulk-arrival and bulk-service queues with general state-dependent control,” Queueing Syst. 95, 331–378 (2020). https://doi.org/10.1007/s11134-020-09660-0
A. I. Zeifman, R. V. Razumchik, Y. A. Satin, and I. A. Kovalev, “Ergodicity bounds for the Markovian queue with time-varying transition intensities, batch arrivals and one queue skipping policy,” Appl. Math. Comput. 395, 125846 (2021).
A. I. Zeifman, “Upper and lower bounds on the rate of convergence for nonhomogeneous birth and death processes,” Stochastic Processes Their Appl. 59 (1), 157–173 (1995).
A. Marin and S. Rossi, “A queueing model that works only on the biggest jobs,” in European Workshop on Performance Engineering (Springer, Cham, 2019), pp. 118–132.
A. Yu. Veretennikov and M. A. Veretennikova, “On convergence rates for homogeneous Markov chains,” Dokl. Math. 101 (1), 12–15 (2020).
B. Heidergott, H. Leahu, A. Löpker, and G. Pflug, “Perturbation analysis of inhomogeneous finite Markov chains,” Adv. Appl. Probab. 48 (1), 255–273 (2016).
R. Nelson, D. Towsley, and A. N. Tantawi, “Performance analysis of parallel processing systems,” IEEE Trans. Software Eng. 14 (4), 532–540 (1988).
A. Y. Mitrophanov, “Sensitivity and convergence of uniformly ergodic Markov chains,” J. Appl. Probab. 42 (4), 1003–1014 (2005).
A. Y. Mitrophanov, “Connection between the rate of convergence to stationarity and stability to perturbations for stochastic and deterministic systems,” in Proceedings of the 38th International Conference Dynamics Days Europe (DDE 2018) (Loughborough, UK, 2018), pp. 3–7.
S. I. Matyushenko and R. V. Razumchik, “Stationary characteristics of discrete-time Geo/G/1 queue with batch arrivals and one queue skipping policy,” Inf. Primen. 14 (4), 25–32 (2020).
Funding
This work was supported by the Ministry of Science and Higher Education of the Russian Federation, project no. 075-15-2020-799.
Author information
Authors and Affiliations
Corresponding authors
Ethics declarations
The authors declare that they have no conflicts of interest.
Additional information
Translated by I. Ruzanova
Rights and permissions
About this article
Cite this article
Zeifman, A.I., Korolev, V.Y., Razumchik, R.V. et al. Limiting Characteristics of Queueing Systems with Vanishing Perturbations. Dokl. Math. 106, 375–379 (2022). https://doi.org/10.1134/S1064562422050209
Received:
Revised:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1134/S1064562422050209