Drift conditions for matrix-analytic models

Drift conditions for matrix-analytic models

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Article ID: iaor2004368
Country: United States
Volume: 28
Issue: 2
Start Page Number: 346
End Page Number: 360
Publication Date: May 2003
Journal: Mathematics of Operations Research
Authors: ,
Keywords: GI/M/1 queues, M/G/1 queues
Abstract:

In his seminal work, Neuts gave drift criteria by which one can determine whether processes of GI/M/1 or M/G/1 type are positive recurrent. Recently, a different drift condition to determine the ergodic character of a quasi-birth-and-death process appeared in the literature, although its justification does not seem to have been formally established. In this paper, we provide a proof for this new drift condition in a general context. We also give a simple proof for Neuts' original condition and establish a number of new drift conditions for the ergodic character of matrix-analytic models.

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