Geometric convergence rates for stochastically ordered Markov chains
Mathematics of Operations Research
Markov Chains and Stochastic Stability
Markov Chains and Stochastic Stability
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In this paper, we study the workload process of the Ek/G/1 queueing system by the supplementary variable approach. The explicit criteria for the geometric and subgeometric rate of convergence are obtained. We shall also give the parameters: ε0 for the geometric rate of convergence, s0 for the geometric decay of the stationary tail, ε1 for the rate subgeometric rate r(n) = exp(sn1/1+α), α 0, s 0 of convergence and s1 for the subgeometric r(x) = exp(sx1/1+α), α 0, s 0 decay of the stationary tail.