Skip to main content
Log in

V-uniform ergodicity for state-dependent single class queueing networks

  • Published:
Queueing Systems Aims and scope Submit manuscript

Abstract

We consider single class queueing networks with state-dependent arrival and service rates. Under the uniform (in state) stability condition, it is shown that the queue length process is V-uniformly ergodic; that is, it has a transition probability kernel which converges to its limit geometrically quickly in the V-norm sense. Among several asymptotic properties of V-uniformly ergodic processes, we present a Strassen-type functional law of the iterated logarithm result.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Asmussen, S., Glynn, P.W.: Stochastic Simulation: Algorithms and Analysis. Stochastic Modelling and Applied Probability, vol. 57. Springer, New York (2007)

    Google Scholar 

  2. Atar, R., Budhiraja, A., Dupuis, P.: On positive recurrence of constrained diffusion processes. Ann. Probab. 29(2), 979–1000 (2001)

    Article  Google Scholar 

  3. Balaji, S., Meyn, S.P.: Multiplicative ergodicity and large deviations for an irreducible Markov chain. Stoch. Process. Appl. 90(1), 123–144 (2000)

    Article  Google Scholar 

  4. Bhattacharya, R.N.: On the functional central limit theorem and the law of the iterated logarithm for Markov processes. Z. Wahrsch. Verw. Geb. 60(2), 185–201 (1982)

    Article  Google Scholar 

  5. Bramson, M.: Stability of two families of queueing networks and a discussion of fluid limits. Queueing Syst. Theory Appl. 28(1–3), 7–31 (1998)

    Article  Google Scholar 

  6. Bramson, M.: Stability of Queueing Networks, Lecture Notes in Mathematics, vol. 1950. Springer, Berlin (2008). Lectures from the 36th Probability Summer School held in Saint-Flour, July 2–15, 2006

    Google Scholar 

  7. Brémaud, P.: Point processes and queues. In: Martingale Dynamics. Springer Series in Statistics. Springer, New York (1981)

    Google Scholar 

  8. Chen, H.: Fluid approximations and stability of multiclass queueing networks: work-conserving disciplines. Ann. Appl. Probab. 5(3), 637–665 (1995)

    Article  Google Scholar 

  9. Dai, J.G.: On positive Harris recurrence of queueing networks: a unified approach via fluid limit models. Ann. Appl. Probab. 5, 49–77 (1995)

    Article  Google Scholar 

  10. Dai, J.G., Meyn, S.P.: Stability and convergence of moments for multiclass queueing networks via fluid limit models. IEEE Trans. Autom. Control 40, 1889–1904 (1995)

    Article  Google Scholar 

  11. Down, D., Meyn, S.P., Tweedie, R.L.: Exponential and uniform ergodicity of Markov processes. Ann. Probab. 23, 1671–1691 (1996)

    Article  Google Scholar 

  12. Dupuis, P., Ishii, H.: On Lipschitz continuity of the solution mapping to the Skorohod problem, with applications. Stochastics 35, 31–62 (1991)

    Google Scholar 

  13. Ethier, S.N., Kurtz, T.G.: Markov processes: Characterization and Convergence. Wiley, New York (1986)

    Google Scholar 

  14. Gamarnik, D., Meyn, S.: On exponential ergodicity of multiclass queueing networks. Asymptotic Analysis of Stochastic Systems, invited session at the INFORMS Annual Meeting, November 13–16, 2005. Available at http://arXiv.org/abs/math/0612544

  15. Getoor, R.K.: Transience and recurrence of Markov processes. In: Seminar on Probability, XIV (Paris, 1978/1979) (French). Lecture Notes in Math., vol. 784, pp. 397–409. Springer, Berlin (1980)

    Chapter  Google Scholar 

  16. Glynn, P.W., Meyn, S.P.: A Lyapunov bound for solutions of the Poisson equation. Ann. Appl. Probab. 24(2), 916–931 (1996)

    Google Scholar 

  17. Harrison, J.M., Reiman, M.I.: Reflected Brownian motion on an orthant. Ann. Probab. 9(2), 302–308 (1981)

    Article  Google Scholar 

  18. Jackson, J.R.: Jobshop-like queueing systems. Manag. Sci. 10(1), 131–142 (1963)

    Article  Google Scholar 

  19. Karatzas, I., Shreve, S.E.: Brownian Motion and Stochastic Calculus, 2nd edn. Graduate Texts in Mathematics, vol. 113. Springer, New York (1991)

    Google Scholar 

  20. Kaspi, H., Mandelbaum, A.: On Harris recurrence in continuous time. Math. Oper. Res. 19(1), 211–222 (1994)

    Article  Google Scholar 

  21. Kontoyiannis, I., Meyn, S.P.: Spectral theory and limit theorems for geometrically ergodic Markov processes. Ann. Appl. Probab. 13(1), 304–362 (2003)

    Article  Google Scholar 

  22. Kontoyiannis, I., Meyn, S.P.: Large deviations asymptotics and the spectral theory of multiplicatively regular Markov processes. Electron. J. Probab. 10(3), 61–123 (2005) (electronic)

    Google Scholar 

  23. Kushner, H.J., Martins, L.F.: Heavy traffic analysis of a data transmission system with many independent sources. SIAM J. Appl. Math. 53(4), 1095–1122 (1993)

    Article  Google Scholar 

  24. Mandelbaum, A., Pats, G.: State-dependent queues: approximations and applications. In: Stochastic Networks. IMA Vol. Math. Appl., vol. 71, pp. 239–282. Springer, New York (1995)

    Google Scholar 

  25. Mandelbaum, A., Pats, G.: State-dependent stochastic networks. I: approximations and applications with continuous diffusion limits. Ann. Appl. Probab. 8(2), 569–646 (1998)

    Article  Google Scholar 

  26. Massey, W.A., Whitt, W.: Networks of infinite-server queues with nonstationary Poisson input. Queueing Syst. Theory Appl. 13(1–3), 183–250 (1993)

    Article  Google Scholar 

  27. Meyn, S.P.: Sequencing and routing in multiclass queueing networks, I: feedback regulation. SIAM J. Control Optim. 40(3), 741–776 (2001)

    Article  Google Scholar 

  28. Meyn, S.P.: Control Techniques for Complex Networks. Cambridge University Press, Cambridge (2008)

    Google Scholar 

  29. Meyn, S.P.: Stability asymptotic optimality of generalized maxweight policies. SIAM J. Control Optim. 47(6), 3259–3294 (2009)

    Article  Google Scholar 

  30. Meyn, S.P., Down, D.: Stability of generalized Jackson networks. Ann. Appl. Probab. 4(1), 124–148 (1994)

    Article  Google Scholar 

  31. Meyn, S.P., Tweedie, R.L.: Generalized resolvents and Harris recurrence of Markov processes. In: Proceedings of the Doeblin Conference held November 2–7, at the University of Tubingen’s Heinrich Fabri Institut (1991)

  32. Meyn, S.P., Tweedie, R.L.: Stability of Markovian processes, II: continuous-time processes and sampled chains. Adv. Appl. Probab. 25, 497–517 (1993)

    Google Scholar 

  33. Meyn, S.P., Tweedie, R.L.: State-dependent criteria for convergence of Markov chains. Ann. Appl. Probab. 4(1), 149–168 (1994)

    Article  Google Scholar 

  34. Meyn, S.P., Tweedie, R.L.: Markov Chains and Stochastic Stability, 2nd edn. Cambridge University Press, Cambridge (2009). With a prologue by Peter W. Glynn

    Google Scholar 

  35. Protter, P.E.: Stochastic Integration and Differential Equations, 2nd edn. Applications of Mathematics, vol. 21. Springer, New York (2004)

    Google Scholar 

  36. Ross, S.M.: Stochastic processes, 2nd edn. Wiley Series in Probability and Statistics: Probability and Statistics. Wiley, New York (1996)

    Google Scholar 

  37. Serfozo, R.F.: Queueing networks with dependent nodes and concurrent movements. Queueing Syst. Theory Appl. 13(1–3), 143–182 (1993)

    Article  Google Scholar 

  38. Sigman, K.: The stability of open queueing networks. Stoch. Process. Appl. 35(1), 11–25 (1990)

    Article  Google Scholar 

  39. Touati, A.: Loi fonctionnelle du logarithme itéré pour les processus de Markov récurrents. Ann. Probab. 18(1), 140–159 (1990)

    Article  Google Scholar 

  40. Whitt, W.: Queues with service times and interarrival times depending linearly and randomly upon waiting times. Queueing Syst. Theory Appl. 6(4), 335–351 (1990)

    Article  Google Scholar 

  41. Yamada, K.: Diffusion approximation for open state-dependent queueing networks in the heavy traffic situation. Ann. Appl. Probab. 5(4), 958–982 (1995)

    Article  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Chihoon Lee.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Lee, C. V-uniform ergodicity for state-dependent single class queueing networks. Queueing Syst 65, 93–108 (2010). https://doi.org/10.1007/s11134-010-9165-2

Download citation

  • Received:

  • Revised:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s11134-010-9165-2

Keywords

Mathematics Subject Classification (2000)

Navigation