Series Jackson Networks and Noncrossing Probabilities

Authors:
A. B. Dieker;J. Warren
Affiliations:
Georgia Institute of Technology, H. Milton Stewart School of Industrial and Systems Engineering, Atlanta, Georgia 30332;Department of Statistics, University of Warwick, Coventry CV4 7AL, United Kingdom
Venue:
Mathematics of Operations Research
Year:
2010

Citing 3
Cited 1

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Abstract

This paper studies the queue-length process in series Jackson networks with external input to the first station only. We show that its Markov transition probabilities can be written as a finite sum of noncrossing probabilities, so that questions on time-dependent queueing behavior are translated to questions on noncrossing probabilities. This makes previous work on noncrossing probabilities relevant to queueing systems and allows new queueing results to be established. To illustrate the latter, we prove that the relaxation time (i.e., the reciprocal of the “spectral gap”) of a positive recurrent system equals the relaxation time of an M/M/1 queue with the same arrival and service rates as the network's bottleneck station. This resolves a conjecture of Blanc that he proved for two queues in series.