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arxiv: 0706.0817 · v2 · pith:AKVO4XNFnew · submitted 2007-06-06 · 🧮 math.PR

Measure-valued stochastic recurrences and the stability of queues

classification 🧮 math.PR
keywords measure-valuedqueuestabilitystationarystochasticcasescharacterizingcondition
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In this paper we present a stability criterion for finite measure-valued stochastic recursions, generalizing Loynes's Theorem to spaces of measures. This result provides conditions for the reach of a "total stationary state" for the queue with an infinity of servers and the single-server SRPT queue. Indeed, we give in both cases a condition of existence of a stationary measure-valued recursive sequence characterizing the queueing system exhaustively.

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