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Strong stability in a queueing system
Author(s):
Mustapha
Benaouicha;
Djamil
Aissani
Original publication:
Teoriya Imovirnostei ta Matematichna Statistika,
vipusk 71
(2004).
Journal:
Theor. Probability and Math. Statist.
No. 71
(2005),
25-36.
MSC (2000):
Primary 60K25, 68M20, 90B22
Posted:
December 28, 2005
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Abstract:
In this paper, we study the strong stability of the stationary distribution of the imbedded Markov chain in the queueing system, after perturbation of the service law (see Aissani, 1990, and Kartashov, 1981). We show that under some hypotheses, the characteristics of the queueing system can be approximated by the corresponding characteristics of the system. After clarifying the approximation conditions, we obtain the stability inequalities by exactly computing the constants.
References:
-
- 1.
- D. Aissani, Ergodicité uniforme et stabilité forte des chaines de Markov. Application aux systèmes de files d'attente, Séminaire Mathématique de Rouen 167 (1990), 115-121.
- 2.
- D. Aissani and N. V. Kartashov, Ergodicity and stability of Markov chains with respect to operator topology in the space of transition kernels, Dokl. Akad. Nauk Ukr. SSR, ser. A 11 (1983), 3-5. MR 0728475 (85c:60110)
- 3.
- D. Aissani and N. V. Kartashov, Strong stability of the imbedded Markov chain in an
system, Theor. Probab. Math. Statist. 29 (1984), 1-5. MR 0727097 (85d:60167) - 4.
- J. Banks, J. S. Carson, and B. L. Nelson, Discrete-Event System Simulation, Prentice Hall, New Jersey, 1996.
- 5.
- N. V. Kartashov, Strong stable Markov chains, Stability Problems for Stochastic Models, VNISSI, Moscow, 1981, pp. 54-59. MR 0668559 (84b:60089)
- 6.
- N. V. Kartashov, Strong Stable Markov Chains, VSP/TBiMC, Ultrecht/Kiev, 1996. MR 1451375 (99e:60150)
- 7.
- L. Kleinrock, Queueing Systems, vols. 1 and 2, John Wiley and Sons, 1976.
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Additional Information:
Mustapha
Benaouicha
Affiliation:
Laboratory of Modelization and Optimization of Systems, Faculty of Sciences and Engineer Sciences, University of Béjaia, 06000, Algeria
Djamil
Aissani
Affiliation:
Laboratory of Modelization and Optimization of Systems, Faculty of Sciences and Engineer Sciences, University of Béjaia, 06000, Algeria
Email:
lamos_bejaia@hotmail.com
DOI:
10.1090/S0094-9000-05-00645-9
PII:
S 0094-9000(05)00645-9
Keywords:
Queueing systems,
strong stability,
uniform ergodicity,
perturbations,
stability inequalities
Received by editor(s):
30/JUL/2003
Posted:
December 28, 2005
Copyright of article:
Copyright
2005,
American Mathematical Society
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