Partition-Reversible Markov Processes

Autor:	Christos Alexopoulos, Richard F. Serfozo, Akram A. El-Tannir
Rok vydání:	1999
Předmět:	Queueing theory Service system Stationary distribution Markov process Management Science and Operations Research Birth–death process Time reversibility Computer Science Applications Combinatorics symbols.namesake symbols Partition (number theory) Applied mathematics Jump process Mathematics
Zdroj:	Operations Research. 47:125-130
ISSN:	1526-5463 0030-364X
DOI:	10.1287/opre.47.1.125
Popis:	This study introduces a generalization of reversibility called partition-reversibility. A Markov jump process is partition-reversible if the average numbers of its transitions between sets that partition the state space are equal. In this case, its stationary distribution is obtainable by solving the balance equations separately on the sets. We present several characterizations of partition-reversibility and identify subclasses of treelike, starlike, and circular partition-reversible processes. A new circular birth-death process is used in the analysis. The results are illustrated by a queueing model with controlled service rate, a multitype service system with blocking, and a parallel-processing model. A few comments address partition-reversibility for non-Markovian processes.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::2b76710ea45bfb93d3eb48b0d15d31e3 https://doi.org/10.1287/opre.47.1.125 Zobrazit plný text záznamu Plný text ve formátu PDF