arXiv Analytics

Sign in

arXiv:0803.0625 [math.PR]AbstractReferencesReviewsResources

Polling systems with parameter regeneration, the general case

Iain MacPhee, Mikhail Menshikov, Dimitri Petritis, Serguei Popov

Published 2008-03-05, updated 2009-01-16Version 2

We consider a polling model with multiple stations, each with Poisson arrivals and a queue of infinite capacity. The service regime is exhaustive and there is Jacksonian feedback of served customers. What is new here is that when the server comes to a station it chooses the service rate and the feedback parameters at random; these remain valid during the whole stay of the server at that station. We give criteria for recurrence, transience and existence of the $s$th moment of the return time to the empty state for this model. This paper generalizes the model, when only two stations accept arriving jobs, which was considered in [Ann. Appl. Probab. 17 (2007) 1447--1473]. Our results are stated in terms of Lyapunov exponents for random matrices. From the recurrence criteria it can be seen that the polling model with parameter regeneration can exhibit the unusual phenomenon of null recurrence over a thick region of parameter space.

Comments: Published in at http://dx.doi.org/10.1214/08-AAP519 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org)
Journal: Annals of Applied Probability 2008, Vol. 18, No. 6, 2131-2155
Categories: math.PR
Subjects: 60K25, 60J10, 60G42, 90B22
Related articles: Most relevant | Search more
arXiv:1005.5283 [math.PR] (Published 2010-05-28, updated 2010-08-31)
Wait-and-see strategies in polling models
arXiv:math/0701226 [math.PR] (Published 2007-01-08, updated 2007-10-29)
A MARKOV chain model of a polling system with parameter regeneration
arXiv:2412.19872 [math.PR] (Published 2024-12-27)
Stochastic Approximation with Two Time Scales: The General Case