DocumentCode :
1748035
Title :
On the exponential decay rate of the tail of a queue length distribution
Author :
Nakagawa, Kenji
Author_Institution :
Dept. of Electr. Eng., Nagaoka Univ. of Technol., Niigata, Japan
fYear :
2001
fDate :
2001
Firstpage :
204
Abstract :
We give a sufficient condition for the exponential decay of the tail of a discrete probability distribution. We focus on analytic properties of the probability generating function of a discrete probability distribution, especially the radius of convergence and the number of poles on the circle of convergence. The result is applied to an M/G/1 type Markov chain to provide a weak sufficient condition for the exponential decay of the tail of the stationary distribution. We give a counter example for the Proposition 1 of Glynn and Whitt (1994), which insists a “better result” than in this paper. Furthermore, we give an example of an M/G/1 type Markov chain such that the tail of its stationary distribution does not decay exponentially
Keywords :
Markov processes; convergence of numerical methods; probability; queueing theory; M/G/1 type Markov chain; analytic properties; circle of convergence; discrete probability distribution; exponential decay rate; poles; probability generating function; queue length distribution tail; radius of convergence; stationary distribution; weak sufficient condition; Convergence; Counting circuits; Probability distribution; Random variables; Sufficient conditions;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Information Theory, 2001. Proceedings. 2001 IEEE International Symposium on
Conference_Location :
Washington, DC
Print_ISBN :
0-7803-7123-2
Type :
conf
DOI :
10.1109/ISIT.2001.936067
Filename :
936067
Link To Document :
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