queues;
exponential bounds;
general state space Markov chain;
D O I:
暂无
中图分类号:
C93 [管理学];
O22 [运筹学];
学科分类号:
070105 ;
12 ;
1201 ;
1202 ;
120202 ;
摘要:
In this note we develop a framework for computing upper and lower bounds of an exponential form for a class of stochastic recursive equations with uniformly recurrent Markov modulated inputs. These bounds generalize Kingman's bounds for queues with renewal inputs.
机构:
Univ Pompeu Fabra, Ramon Trias Fargas 25-27, Barcelona 08005, Spain
Barcelona Grad Sch Econ, Ramon Trias Fargas 25-27, Barcelona 08005, SpainUniv Pompeu Fabra, Ramon Trias Fargas 25-27, Barcelona 08005, Spain
Nualart, Eulalia
ELECTRONIC COMMUNICATIONS IN PROBABILITY,
2018,
23
机构:
Univ Paris Est Marne la Vallee, Lab Analyse & Math Appl, UMR 8050, F-77454 Champs Sur Marne 2, Marne La Vallee, FranceUniv Paris Est Marne la Vallee, Lab Analyse & Math Appl, UMR 8050, F-77454 Champs Sur Marne 2, Marne La Vallee, France
Bally, Vlad
Kohatsu-Higa, Arturo
论文数: 0引用数: 0
h-index: 0
机构:
Osaka Univ, Grad Sch Engn Sci, Osaka 5608531, Japan
Japan Sci & Technol Agcy, Tokyo, JapanUniv Paris Est Marne la Vallee, Lab Analyse & Math Appl, UMR 8050, F-77454 Champs Sur Marne 2, Marne La Vallee, France
机构:
Nanjing Normal Univ, Sch Math Sci, Nanjing 210023, Jiangsu, Peoples R ChinaNanjing Normal Univ, Sch Math Sci, Nanjing 210023, Jiangsu, Peoples R China
Yin, Rong Cheng
Wu, Fu Ke
论文数: 0引用数: 0
h-index: 0
机构:
Huazhong Univ Sci & Technol, Sch Math & Stat, Wuhan 430074, Peoples R ChinaNanjing Normal Univ, Sch Math Sci, Nanjing 210023, Jiangsu, Peoples R China
Wu, Fu Ke
Hu, Shi Geng
论文数: 0引用数: 0
h-index: 0
机构:
Huazhong Univ Sci & Technol, Sch Math & Stat, Wuhan 430074, Peoples R ChinaNanjing Normal Univ, Sch Math Sci, Nanjing 210023, Jiangsu, Peoples R China