Insensitive bounds for the stationary distribution of non-reversible Markov chains

Author:

Hordijk Arie,Ridder AD

Abstract

A general method is developed to compute easy bounds of the weighted stationary probabilities for networks of queues which do not satisfy the standard product form. The bounds are obtained by constructing approximating reversible Markov chains. Thus, the bounds are insensitive with respect to service-time distributions. A special representation, called the tree-form solution, of the stationary distribution is used to derive the bounds. The results are applied to an overflow model.

Publisher

Cambridge University Press (CUP)

Subject

Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability

Cited by 1 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. A proof of simple insensitive bounds for a pure overflow system;Journal of Applied Probability;1989-03

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