V-uniform Ergodicity for State-dependent Single Class Queueing Networks*

V-uniform Ergodicity for State-dependent Single Class Queueing Networks*

Apr 19, 2010 - 4:15 PM
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Date: Monday, April 19
Time: 4:10 pm -- 5:00 pm
Place: 204 Carver
Speaker: Chihoon Lee, Department of Statistics, Colorado State U

Abstract:

We consider single class queueing networks with state-dependent arrival and service rates.
Under the uniform (in state) stability condition, it is shown that the queue length process is V-uniformly ergodic; that is, it has a transition probability kernel which converges to its limit geometrically quickly in the V-norm sense.  Among several asymptotic properties of V-uniformly ergodic processes, we present a Strassen-type functional law of the iterated logarithm result.  

*This is a Joint Seminar with Department of Mathematics