Open Access
October, 1994 Asymptotics of Exit Times for Markov Jump Processes. II: Applications to Jackson Networks
I. Iscoe, D. McDonald
Ann. Probab. 22(4): 2168-2182 (October, 1994). DOI: 10.1214/aop/1176988498

Abstract

We show that a Jackson network relaxes exponentially fast to its steady state by giving a lower bound on the Cheeger constant for the associated Markov process. We also give lower bounds on the mean time until some node of the network overflows.

Citation

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I. Iscoe. D. McDonald. "Asymptotics of Exit Times for Markov Jump Processes. II: Applications to Jackson Networks." Ann. Probab. 22 (4) 2168 - 2182, October, 1994. https://doi.org/10.1214/aop/1176988498

Information

Published: October, 1994
First available in Project Euclid: 19 April 2007

zbMATH: 0834.60091
MathSciNet: MR1331219
Digital Object Identifier: 10.1214/aop/1176988498

Subjects:
Primary: 60J75
Secondary: 60K30

Keywords: asymptotic exponentiality , Cheeger constant , Jackson networks

Rights: Copyright © 1994 Institute of Mathematical Statistics

Vol.22 • No. 4 • October, 1994
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