Stationary Distributions of Discrete-Time Markov Chains in Random Environment: Exact Computations and Bounds

DOI10.1081/STM-120028393MaRDI QIDQ4451558zbMATH OpenFDO

Authors Antonis Economou

Publication date 26 February 2004

Published in Stochastic Models (Search for Journal in Brave)

zbMATH Keywords

queueingpotentialrandom environmentstationary distributionpartial balancediscrete time Markov chainembedded chainproduct form distributionESTA property

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Processes in random environments (60K37)

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Cites work

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• An analytical solution for a tandem queue with blocking
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• Connecting reversible Markov processes
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• Interconnections of Markov chains and quasi-reversible queuing networks
• Markov Chains
• On determining absorption probabilities for Markov chains in random environments
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• Optimal admission control of markov-modulated batch arrivals to a finite-capacity buffer
• Optimal control of arrivals to multiserver queues in a random environment
• Perturbation analysis of the M/M/1 queue in a markovian environment via the matrix-geometric method
• Spectral expansion solution for a class of Markov models: application and comparison with the matrix-geometric method
• The M/M/∞ queue in a random environment

Cited in

(3)

• Invariance of stationary ergodic distributions of homogeneous Markov processes under random interrupts
• Constructions of Markov processes in random environments which lead to a product form of the stationary measure
• Generalized product-form stationary distributions for Markov chains in random environments with queueing applications

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