Convergence rates in monotone separable stochastic networks

被引：0

作者：

S. Foss

A. Sapozhnikov

机构：

[1] Heriot-Watt University,

来源：

Queueing Systems | 2006年 / 52卷

关键词：

Convergence rates; Moments; Coupling; Renovating events; Harris ergodic Markov chain; Monotone separable network; Generalized Jackson network; Multiserver queue;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

We study bounds on the rate of convergence to the stationary distribution in monotone separable networks which are represented in terms of stochastic recursive sequences. Monotonicity properties of this subclass of Markov chains allow us to formulate conditions in terms of marginal network characteristics. Two particular examples, generalized Jackson networks and multiserver queues, are considered.

引用

页码：125 / 137

页数：12

共 50 条

[41] Stochastic Bernstein polynomials: uniform convergence in probability with rates
Adell, Jose A.
Cardenas-Morales, Daniel
ADVANCES IN COMPUTATIONAL MATHEMATICS, 2020, 46 (02)
[42] Sharp convergence rates of stochastic approximation for degenerate roots
Fang, HT
Chen, HF
SCIENCE IN CHINA SERIES E-TECHNOLOGICAL SCIENCES, 1998, 41 (04): : 383 - 392
[43] Persistence and stochastic convergence of euro area unemployment rates
Kristic, Irena Raguz
Dumancic, Lucija Rogic
Arcabic, Vladimir
ECONOMIC MODELLING, 2019, 76 : 192 - 198
[44] RATES OF CONVERGENCE FOR STOCHASTIC-APPROXIMATION TYPE ALGORITHMS
KUSHNER, HJ
HUANG, H
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 1979, 17 (05) : 607 - 617
[45] Rates of convergence in stochastic programs with complete integer recourse
Schultz, R
SIAM JOURNAL ON OPTIMIZATION, 1996, 6 (04) : 1138 - 1152
[46] Sharp convergence rates of stochastic approximation for degenerate roots
方海涛
陈翰馥
Science in China(Series E:Technological Sciences), 1998, (04) : 383 - 392
[47] Sharp convergence rates of stochastic approximation for degenerate roots
Haitao Fang
Hanfu Chen
Science in China Series E: Technological Sciences, 1998, 41 : 383 - 392
[48] On Almost Sure Convergence Rates of Stochastic Gradient Methods
Liu, Jun
Yuan, Ye
CONFERENCE ON LEARNING THEORY, VOL 178, 2022, 178
[49] Max- and Sum-Separable Lyapunov Functions for Monotone Networks with Balancing Kinetics
Ito, Hiroshi
2020 59TH ANNUAL CONFERENCE OF THE SOCIETY OF INSTRUMENT AND CONTROL ENGINEERS OF JAPAN (SICE), 2020, : 742 - 747
[50] Convergence of Bi-Virus Epidemic Models With Non-Linear Rates on Networks-A Monotone Dynamical Systems Approach
Doshi, Vishwaraj
Mallick, Shailaja
Eun, Do Young
IEEE-ACM TRANSACTIONS ON NETWORKING, 2023, 31 (03) : 1187 - 1201

← 1 2 3 4 5 →