Decay property of stopped Markovian bulk-arriving queues

Citation
Li, Junping et Chen, Anyue, Decay property of stopped Markovian bulk-arriving queues, Advances in applied probability , 40(1), 2008, pp. 95-121
ISSN journal
00018678
Volume
40
Issue
1
Year of publication
2008
Pages
95 - 121
Database
ACNP
SICI code
Abstract
We consider decay properties including the decay parameter, invariant measures, invariant vectors, and quasistationary distributions of a Markovian bulk-arriving queue that stops immediately after hitting the zero state. Investigating such behavior is crucial in realizing the busy period and some other related properties of Markovian bulk-arriving queues. The exact value of the decay parameter .C is obtained and expressed explicitly. The invariant measures, invariant vectors, and quasistationary distributions are then presented. We show that there exists a family of invariant measures indexed by . . [0, .C]. We then show that, under some conditions, there exists a family of quasistationary distributions, also indexed by . . [0, .C]. The generating functions of these invariant measures and quasistationary distributions are presented. We further show that a stopped Markovian bulk-arriving queue is always .C-transient and some deep properties are revealed. The clear geometric interpretation of the decay parameter is explained. A few examples are then provided to illustrate the results obtained in this paper.