Local stability in a transient Markov chain

Ivo Adan; Sergey Foss; Seva Shneer; Gideon Weiss

doi:10.1016/j.spl.2020.108855

Local stability in a transient Markov chain

Ivo Adan
, Sergey Foss
, Seva Shneer
, Gideon Weiss

Research output: Contribution to journal › Article › peer-review

10 Citations (Scopus)

85 Downloads (Pure)

Abstract

We prove two propositions with conditions that a system, which is described by a transient Markov chain, will display local stability. Examples of such systems include partly overloaded Jackson networks, partly overloaded polling systems, and overloaded multi-server queues with skill based service, under first come first served policy.

Original language	English
Article number	108855
Journal	Statistics and Probability Letters
Volume	165
Early online date	24 Jun 2020
DOIs	https://doi.org/10.1016/j.spl.2020.108855
Publication status	Published - Oct 2020

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title = "Local stability in a transient Markov chain",

abstract = "We prove two propositions with conditions that a system, which is described by a transient Markov chain, will display local stability. Examples of such systems include partly overloaded Jackson networks, partly overloaded polling systems, and overloaded multi-server queues with skill based service, under first come first served policy.",

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AU - Foss, Sergey

AU - Shneer, Seva

AU - Weiss, Gideon

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AB - We prove two propositions with conditions that a system, which is described by a transient Markov chain, will display local stability. Examples of such systems include partly overloaded Jackson networks, partly overloaded polling systems, and overloaded multi-server queues with skill based service, under first come first served policy.

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DO - 10.1016/j.spl.2020.108855

M3 - Article

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VL - 165

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

M1 - 108855

ER -

Local stability in a transient Markov chain

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