Asymptotics of Exit Times for Markov Jump Processes. II: Applications to Jackson Networks
Iscoe, I. ; McDonald, D.
Ann. Probab., Tome 22 (1994) no. 4, p. 2168-2182 / Harvested from Project Euclid
We show that a Jackson network relaxes exponentially fast to its steady state by giving a lower bound on the Cheeger constant for the associated Markov process. We also give lower bounds on the mean time until some node of the network overflows.
Publié le : 1994-10-14
Classification:  Jackson networks,  asymptotic exponentiality,  Cheeger constant,  60J75,  60K30
@article{1176988498,
     author = {Iscoe, I. and McDonald, D.},
     title = {Asymptotics of Exit Times for Markov Jump Processes. II: Applications to Jackson Networks},
     journal = {Ann. Probab.},
     volume = {22},
     number = {4},
     year = {1994},
     pages = { 2168-2182},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176988498}
}
Iscoe, I.; McDonald, D. Asymptotics of Exit Times for Markov Jump Processes. II: Applications to Jackson Networks. Ann. Probab., Tome 22 (1994) no. 4, pp.  2168-2182. http://gdmltest.u-ga.fr/item/1176988498/