MacPhee, I. M. and Menshikov, M. and Petritis, D. and Popov, S. (2007) 'A Markov chain model of a polling system with parameter regeneration.', Annals of applied probability., 17 (5/6). pp. 1447-1473.
We study a model of a polling system i.e. a collection of d queues with a single server that switches from queue to queue. The service time distribution and arrival rates change randomly every time a queue is emptied. This model is mapped to a mathematically equivalent model of a random walk with random choice of transition probabilities, a model which is of independent interest. All our results are obtained using methods from the constructive theory of Markov chains. We determine conditions for the existence of polynomial moments of hitting times for the random walk. An unusual phenomenon of thickness of the region of null recurrence for both the random walk and the queueing model is also proved.
|Keywords:||Polling system, Hitting time moments, Random environment, Parameter regeneration, Stability, Time-inhomogeneous Markov chains, Recurrence, Lyapunov functions.|
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|Publisher Web site:||http://dx.doi.org/10.1214/105051607000000212|
|Record Created:||25 Feb 2008|
|Last Modified:||17 May 2010 16:16|
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