Skip to main content
Log in

On mixing rate and convegence to stationary regime in discrete time Erlang problem

  • Classical Models of the Queuing Theory and Generalizations
  • Published:
Automation and Remote Control Aims and scope Submit manuscript

Abstract

Sufficient conditions for polynomial convergence rate to the stationary regime and beta-mixing for some classes of ergodic discrete time birth-death processes are established.

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. Erlang, A.K., The Theory of Probabilities and Telephone Conversations, Nyt Tidsskrift Mat. Ser. B, 1909, vol. 20, pp. 33–39.

    Google Scholar 

  2. Tuominen, P. and Tweedie, R.L., Subgeometric Rates of Convergence of f-ergodic Markov Chains, Adv. Appl. Probab., 1994, vol. 26, no. 3, pp. 775–798.

    Article  MATH  MathSciNet  Google Scholar 

  3. Veretennikov, A.Yu., Estimating the Mixing Rate for Markov Processes, Lithuanian Math. J., 1991, vol. 31, no. 1, pp. 27–34.

    Article  MATH  MathSciNet  Google Scholar 

  4. Veretennikov, A.Yu., On Polynomial Mixing and the Rate of Convergence for Stochastic Differential and Difference Equations, Theory Probab. Appl., 2000, vol. 44, no. 2, pp. 361–374.

    Article  MathSciNet  Google Scholar 

  5. Gulinsky, O.V. and Veretennikov, A.Yu., Large Deviations for Discrete-Time Processes with Averaging, Utrecht: VSP, 1993.

    MATH  Google Scholar 

  6. Kalashnikov, V.V., A Property of γ-reflexivity for Markov Sequences, Soviet Math. Dokl., 1973, vol. 14, pp. 1869–1873.

    MATH  Google Scholar 

  7. Lindvall, T., On Coupling of Discrete Renewal Processes, Z. Wahrsch. verw. Geb., 1979, vol. 48, pp. 57–70.

    Article  MATH  MathSciNet  Google Scholar 

  8. Nummelin, E. and Tuominen, P., The Rate of Convergence in Orey’s Theorem for Harris Recurrent Markov Chains with Applications to Renewal Theory, Stochast. Proc. Appl., 1983, vol. 15, pp. 95–311.

    MathSciNet  Google Scholar 

  9. Tweedie, R.L., Criteria for Rates of Convergence of Markov Chains, with Application to Queueing and Storage Theory, in Probab. Statist. Anal., London Math. Soc., Lecture Note Ser., 79, Cambridge: Cambridge Univ. Press, 1983, pp. 260–276.

    Google Scholar 

  10. Borovkov, A.A., Asymptotic Methods in Queuing Theory, Chichester: Wiley, 1984.

    Google Scholar 

  11. Borovkov, A.A., Ergodicity and Stability of Stochastic Processes, New York: Wiley, 1998.

    MATH  Google Scholar 

  12. Gnedenko, B.V. and Kovalenko, I.N., Introduction to Queueing Theory, Boston: Birkhauser, 1991.

    MATH  Google Scholar 

  13. Khintchine, A.Ya., Mathematical Methods in the Theory of Queueing, 2nd edition, New York: Hafner, 1969.

    Google Scholar 

  14. Asmussen, S., Applied Probability and Queues, 2nd edition, New York: Springer-Verlag, 2003.

    MATH  Google Scholar 

  15. Kelly, F.P., Reversibility and Stochastic Networks, Chichester: Wiley, 1979.

    MATH  Google Scholar 

  16. Kalashnikov, V.V., Mathematical Methods in Queueing Theory, Dordrecht: Kluwer, 1994.

    Google Scholar 

  17. Meyn, S., Control Techniques for Complex Networks, Cambridge: Cambridge Univ. Press, 2008.

    MATH  Google Scholar 

  18. Takács, L., Introduction to the Theory of Queues, New York: Oxford Univ. Press, 1962.

    Google Scholar 

  19. Doob, J.L., Stochastic Processes, New York: Wiley, 1953.

    MATH  Google Scholar 

  20. Ibragimov, I.A. and Linnik, Yu.V., Independent and Stationary Sequences of Random Variables, Groningen: Wolters-Noordhoff, 1971.

    MATH  Google Scholar 

  21. Klokov, S.A., On Lower Bounds for Mixing Rates for a Class of Markov Processes, Theory Probab. Appl., 2007, vol. 51, no. 3, pp. 528–535.

    Article  MATH  MathSciNet  Google Scholar 

  22. Veretennikov, A.Yu., On Lower Bounds for Mixing Coefficients of Markov Diffusions, in From Stochastic Calculus to Mathematical Finance, Kabanov, Yu., Liptser, R., and Stoyanov, J., Eds, Berlin: Springer-Verlag, 2006, pp. 623–633.

    Chapter  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Additional information

Original Russian Text © A.Yu. Veretennikov, 2009, published in Avtomatika i Telemekhanika, 2009, No. 12, pp. 59–70.

This work was supported by the Russian Foundation for Basic Research, project no. 08-01-00105a.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Veretennikov, A.Y. On mixing rate and convegence to stationary regime in discrete time Erlang problem. Autom Remote Control 70, 1992–2002 (2009). https://doi.org/10.1134/S0005117909120078

Download citation

  • Received:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1134/S0005117909120078

Keywords

Navigation