Stability of multi-dimensional birth-and-death processes with state-dependent 0-homogeneous jumps
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Abstract: We study the positive recurrence of multi-dimensional birth-and-death processes describing the evolution of a large class of stochastic systems, a typical example being the randomly varying number of flow-level transfers in a telecommunication wire-line or wireless network. We first provide a generic method to construct a Lyapunov function when the drift can be extended to a smooth function on , using an associated deterministic dynamical system. This approach gives an elementary proof of ergodicity without needing to establish the convergence of the scaled version of the process towards a fluid limit and then proving that the stability of the fluid limit implies the stability of the process. We also provide a counterpart result proving instability conditions. We then show how discontinuous drifts change the nature of the stability conditions and we provide generic sufficient stability conditions having a simple geometric interpretation. These conditions turn out to be necessary (outside a negligible set of the parameter space) for piece-wise constant drifts in dimension 2.
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Cited in
(8)- Multidimensional random walk with reflections
- Analysis of the shortest relay queue policy in a cooperative random access network with collisions
- Estimates of some characteristics of multidimensional birth-and-death processes
- Stability on \(\{0, 1, 2, \dots \}^{S}\): birth-death chains and particle systems
- Lyapunov drift conditions for general symmetric jump processes
- Estimation of probabilities for multidimensional birth-death processes
- Exponential ergodicity and steady-state approximations for a class of Markov processes under fast regime switching
- A computational approach to extreme values and related hitting probabilities in level-dependent quasi-birth-death processes
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