Lyapounov functions for Jackson networks

Lyapounov functions for Jackson networks

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Article ID: iaor19941220
Country: United States
Volume: 18
Issue: 4
Start Page Number: 916
End Page Number: 927
Publication Date: Nov 1993
Journal: Mathematics of Operations Research
Authors: , , ,
Keywords: Jackson network
Abstract:

The authors construct explicitly Lyapounov functions for Markovian Jackson networks. Two direct corollaries are obtained: first a proof of the necessary and sufficient conditions for ergodicity, without using the famous Jackson’s product form; secondly, an exponential convergence rate to the stationary distribution. They also consider small perturbations of the transition probabilities (yielding thus non-Jackson networks) and prove that the corresponding stationary distribution is an analytic function of these perturbations.

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