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math.PR2006
On Exponential Ergodicity of Multiclass Queueing Networks
David Gamarnik, Sean Meyn
One of the key performance measures in queueing systems is the exponential decay rate of the steady-state tail probabilities of the queue lengths. It is known that if a correspondi…
math.PR2002★ 1 cited
The ODE Method and Spectral Theory of Markov Operators
J. Huang, I. Kontoyiannis, S. P. Meyn
We give a development of the ODE method for the analysis of recursive algorithms described by a stochastic recursion. With variability modelled via an underlying Markov process, an…