The spectral gap for quasi-birth and death processes

Authors
Citation
Mao, Yong Hua, The spectral gap for quasi-birth and death processes, Acta mathematica Sinica. English series (Print) , 28(5), 2012, pp. 1075-1090
ISSN journal
14398516
Volume
28
Issue
5
Year of publication
2012
Pages
1075 - 1090
Database
ACNP
SICI code
Abstract
For a reversible quasi-birth and death process, we generalize and refine the decomposition method, by constructing a birth-death process and a sequence of restriction processes. The spectral gap for the quasi-birth and death process is estimated in terms of the spectral gaps for these processes, and in some special cases, the estimation is sharp. With the aid of the symmetrization procedure, the result is also applied to two queueing models: M/M/1 in random environment and M/M/c with synchronous vacation.