Impact of routeing on correlation strength in stationary queueing network processes

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Autor/in:
Erscheinungsjahr:
2008
Medientyp:
Text
Schlagworte:
  • Asymptotic variance
  • Concordance ordering
  • MCMC
  • Peskun ordering
  • Product form network
  • Space-time correlation
  • Spectral gap
  • Stochastic monotonicity
Beschreibung:
  • For exponential open and closed queueing networks, we investigate the internal dependence structure, compare the internal dependence for different networks, and discuss the relation of correlation formulae to the existence of spectral gaps and comparison of asymptotic variances. A central prerequisite for the derived theorems is stochastic monotonicity of the networks. The dependence structure of network processes is described by concordance order with respect to various classes of functions. Different networks with the same first-order characteristics are compared with respect to their second-order properties. If a network is perturbed by changing the routeing in a way which holds the routeing equilibrium fixed, the resulting perturbations of the network processes are evaluated. © Applied Probability Trust 2008.
Lizenz:
  • info:eu-repo/semantics/openAccess
Quellsystem:
Forschungsinformationssystem der UHH
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Quelldatensatz
oai:www.edit.fis.uni-hamburg.de:publications/5212adbd-d1ed-4e7a-b1dd-d97f8cb897b5