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

DOI10.1081/STM-120028393zbMATH Open1037.60087MaRDI QIDQ4451558FDOQ4451558

Authors: Antonis Economou 

Publication date: 26 February 2004

Published in: Stochastic Models (Search for Journal in Brave)

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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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Cited In (3)

• Generalized product-form stationary distributions for Markov chains in random environments with queueing applications
• 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

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