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On geometric and algebraic transience for block-structured Markov chains
- Source :
- Journal of Applied Probability. 57:1313-1338
- Publication Year :
- 2020
- Publisher :
- Cambridge University Press (CUP), 2020.
-
Abstract
- Block-structured Markov chains model a large variety of queueing problems and have many important applications in various areas. Stability properties have been well investigated for these Markov chains. In this paper we will present transient properties for two specific types of block-structured Markov chains, including M/G/1 type and GI/M/1 type. Necessary and sufficient conditions in terms of system parameters are obtained for geometric transience and algebraic transience. Possible extensions of the results to continuous-time Markov chains are also included.
- Subjects :
- Statistics and Probability
Pure mathematics
Queueing theory
Markov chain
General Mathematics
010102 general mathematics
Type (model theory)
01 natural sciences
Stability (probability)
010104 statistics & probability
System parameters
0101 mathematics
Statistics, Probability and Uncertainty
Variety (universal algebra)
Algebraic number
Mathematics
Block (data storage)
Subjects
Details
- ISSN :
- 14756072 and 00219002
- Volume :
- 57
- Database :
- OpenAIRE
- Journal :
- Journal of Applied Probability
- Accession number :
- edsair.doi...........d649cbfa5f40db92963f42ce56105916