Decay properties and quasi-stationary distributions for stopped Markovian bulk-arrival and bulk-service queues

  • Authors:
  • Anyue Chen;Junping Li;Zhenting Hou;Kai Wang Ng

  • Affiliations:
  • Division of Statistics and Probability, Department of Mathematical Sciences, The University of Liverpool, Liverpool, UK L69 7ZL and Department of Mathematics, Xi'an Jiaotong-Liverpool University, ...;School of Mathematical Science and Computing Technology, Central South University, Changsha, China 410075;School of Mathematical Science and Computing Technology, Central South University, Changsha, China 410075;Department of Statistics and Actuarial Science, University of Hong Kong, Pokfulam, Hong Kong

  • Venue:
  • Queueing Systems: Theory and Applications
  • Year:
  • 2010

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Abstract

We consider decay properties including the decay parameter, invariant measures and quasi-stationary distributions for a Markovian bulk-arrival and bulk-service queue which stops when the waiting line is empty. Investigating such a model is crucial for understanding the busy period and other related properties of the Markovian bulk-arrival and bulk-service queuing processes. The exact value of the decay parameter 驴 C is first obtained. We show that the decay parameter can be easily expressed explicitly. The invariant measures and quasi-distributions are then revealed. We show that there exists a family of invariant measures indexed by 驴驴[0,驴 C ]. We then show that under some mild conditions there exists a family of quasi-stationary distributions also indexed by 驴驴[0,驴 C ]. The generating functions of these invariant measures and quasi-stationary distributions are presented. We further show that this stopped Markovian bulk-arrival and bulk-service queueing model is always 驴 C -transient. Some deep properties regarding 驴 C -transience are examined and 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.