June 2015 Computable bounds on the spectral gap for unreliable Jackson networks
Paweł Lorek, Ryszard Szekli
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Adv. in Appl. Probab. 47(2): 402-424 (June 2015). DOI: 10.1239/aap/1435236981

Abstract

The goal of this paper is to identify exponential convergence rates and to find computable bounds for them for Markov processes representing unreliable Jackson networks. First, we use the bounds of Lawler and Sokal (1988) in order to show that, for unreliable Jackson networks, the spectral gap is strictly positive if and only if the spectral gaps for the corresponding coordinate birth and death processes are positive. Next, utilizing some results on birth and death processes, we find bounds on the spectral gap for network processes in terms of the hazard and equilibrium functions of the one-dimensional marginal distributions of the stationary distribution of the network. These distributions must be in this case strongly light-tailed, in the sense that their discrete hazard functions have to be separated from 0. We relate these hazard functions with the corresponding networks' service rate functions using the equilibrium rates of the stationary one-dimensional marginal distributions. We compare the obtained bounds on the spectral gap with some other known bounds.

Citation

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Paweł Lorek. Ryszard Szekli. "Computable bounds on the spectral gap for unreliable Jackson networks." Adv. in Appl. Probab. 47 (2) 402 - 424, June 2015. https://doi.org/10.1239/aap/1435236981

Information

Published: June 2015
First available in Project Euclid: 25 June 2015

zbMATH: 1329.60319
MathSciNet: MR3360383
Digital Object Identifier: 10.1239/aap/1435236981

Subjects:
Primary: 60K25
Secondary: 60J25

Keywords: Cheeger's constant , exponential ergodicity , spectral gap , Unreliable Jackson network

Rights: Copyright © 2015 Applied Probability Trust

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Vol.47 • No. 2 • June 2015
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