Hitting-time and occupation-time bounds implied by drift analysis with applications
Tóm tắt
Bounds of exponential type are derived for the first-hitting time and occupation times of a real-valued random sequence which has a uniform negative drift whenever the sequence is above a fixed level. The only other assumption on the random sequence is that the increments satisfy a uniform exponential decay condition. The bounds provide a flexible technique for proving stability of processes frequently encountered in the control of queues.
Two applications are given. First, exponential-type bounds are derived for a
Từ khóa
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