Countable-state-space Markov chains with two time scales and applications to queueing systems
文献类型：期刊论文
| 作者 | Yin, G; Zhang, HQ
|
| 刊名 | ADVANCES IN APPLIED PROBABILITY
 |
| 出版日期 | 2002-09-01 |
| 卷号 | 34期号:3页码:662-688 |
| 关键词 | Markov chain singular perturbation countable state space asymptotic expansion occupation measure functional central limit theorem M(t)/M(t)/1 queue fluid model |
| ISSN号 | 0001-8678 |
| 英文摘要 | Motivated by various applications in queueing systems, this work is devoted to continuous-time Markov chains with countable state spaces that involve both fast-time scale and slow-time scale with the aim of approximating the time-varying queueing systems by their quasistationary counterparts. Under smoothness conditions on the generators, asymptotic expansions of probability vectors and transition probability matrices are constructed. Uniform error bounds are obtained, and then sequences of occupation measures and their functionals are examined. Mean square error estimates of a sequence of occupation measures are obtained; a scaled sequence of functionals of occupation measures is shown to converge to a Gaussian process with zero mean. The representation of the variance of the limit process is also explicitly given. The results obtained are then applied to treat M(t)/M(t)/1 queues and Markov-modulated fluid buffer models. |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000178811500011 |
| 出版者 | APPLIED PROBABILITY TRUST |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/17690]  |
| 专题 | 应用数学研究所 |
| 通讯作者 | Yin, G |
| 作者单位 | 1.Wayne State Univ, Dept Math, Detroit, MI 48202 USA 2.Acad Sinica, Acad Math & Syst Sci, Inst Appl Math, Beijing 100080, Peoples R China |
| 推荐引用方式 GB/T 7714 | Yin, G,Zhang, HQ. Countable-state-space Markov chains with two time scales and applications to queueing systems[J]. ADVANCES IN APPLIED PROBABILITY,2002,34(3):662-688. |
| APA | Yin, G,&Zhang, HQ.(2002).Countable-state-space Markov chains with two time scales and applications to queueing systems.ADVANCES IN APPLIED PROBABILITY,34(3),662-688. |
| MLA | Yin, G,et al."Countable-state-space Markov chains with two time scales and applications to queueing systems".ADVANCES IN APPLIED PROBABILITY 34.3(2002):662-688. |
入库方式： OAI收割
来源：数学与系统科学研究院
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