Insensitivity in processes with zero speeds

Authors
Citation
P. Taylor,, Insensitivity in processes with zero speeds, Advances in applied probability , 21(3), 1989, pp. 612-628
ISSN journal
00018678
Volume
21
Issue
3
Year of publication
1989
Pages
612 - 628
Database
ACNP
SICI code
Abstract
Many authors have discussed the equivalence of partial balance and insensitivity in in stochastic processes. When speeds are introduced into a stochastic process there arises a difficulty in proving the necessity of partial balance for insensitivity. Previous authors have overcome this difficulty by assuming that a process has the property of instantaneous attention. This property enforces the requirement that no lifetime can be created in a state in which that lifetime has zero speed. In this paper it is shown that for processes with a finite state space it is unnecessary to make this assumption provided the notion of partial balance is slightly changed. Thus we give a criterion, analogous to partial balance, which is necessary and sufficient for insensitivity even in processes which do not possess the property of instantaneous attention. When a process does have instantaneous attention this criterion is equivalent to partial balance.