Series Jackson networks and non-crossing probabilities
Abstract
This paper studies the queue length process in series Jackson networks with external input to the first station. We show that its Markov transition probabilities can be written as a finite sum of non-crossing probabilities, so that questions on time-dependent queueing behavior are translated to questions on non-crossing probabilities. This makes previous work on non-crossing probabilities relevant to queueing systems and allows new queueing results to be established. To illustrate the latter, we prove that the relaxation time (i.e., the reciprocal of the `spectral gap') of a positive recurrent system equals the relaxation time of an M/M/1 queue with the same arrival and service rates as the network's bottleneck station. This resolves a conjecture of Blanc, which he proved for two queues in series.
Keywords
Cite
@article{arxiv.0808.0513,
title = {Series Jackson networks and non-crossing probabilities},
author = {A. B. Dieker and J. Warren},
journal= {arXiv preprint arXiv:0808.0513},
year = {2011}
}