Local stability in a transient Markov chain

Ivo Adan; Sergey Foss; Seva Shneer; Gideon Weiss

doi:10.1016/j.spl.2020.108855

Local stability in a transient Markov chain

Ivo Adan, Sergey Foss, Seva Shneer, Gideon Weiss

Department of Statistics

Research output: Contribution to journal › Article › peer-review

Abstract

We prove two propositions with conditions that a system, which is described by a transient Markov chain, will display local stability. Examples of such systems include partly overloaded Jackson networks, partly overloaded polling systems, and overloaded multi-server queues with skill based service, under first come first served policy.

Original language	English
Article number	108855
Journal	Statistics and Probability Letters
Volume	165
DOIs	https://doi.org/10.1016/j.spl.2020.108855
State	Published - Oct 2020

Bibliographical note

Publisher Copyright:
© 2020 Elsevier B.V.

Keywords

Jackson networks
Local stability
Markov chains
Polling systems
Skill based service

ASJC Scopus subject areas

Statistics and Probability
Statistics, Probability and Uncertainty

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10.1016/j.spl.2020.108855

Cite this

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title = "Local stability in a transient Markov chain",

abstract = "We prove two propositions with conditions that a system, which is described by a transient Markov chain, will display local stability. Examples of such systems include partly overloaded Jackson networks, partly overloaded polling systems, and overloaded multi-server queues with skill based service, under first come first served policy.",

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T1 - Local stability in a transient Markov chain

AU - Adan, Ivo

AU - Foss, Sergey

AU - Shneer, Seva

AU - Weiss, Gideon

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N2 - We prove two propositions with conditions that a system, which is described by a transient Markov chain, will display local stability. Examples of such systems include partly overloaded Jackson networks, partly overloaded polling systems, and overloaded multi-server queues with skill based service, under first come first served policy.

AB - We prove two propositions with conditions that a system, which is described by a transient Markov chain, will display local stability. Examples of such systems include partly overloaded Jackson networks, partly overloaded polling systems, and overloaded multi-server queues with skill based service, under first come first served policy.

KW - Jackson networks

KW - Local stability

KW - Markov chains

KW - Polling systems

KW - Skill based service

UR - https://www.scopus.com/pages/publications/85086922427

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DO - 10.1016/j.spl.2020.108855

M3 - Article

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VL - 165

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

M1 - 108855

ER -

Local stability in a transient Markov chain

Abstract

Bibliographical note

Keywords

ASJC Scopus subject areas

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