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

Citation
Economou, Antonis, Generalized product-form stationary distributions for markov chains in random environments with queueing applications, Advances in applied probability , 37(1), 2005, pp. 185-211
ISSN journal
00018678
Volume
37
Issue
1
Year of publication
2005
Pages
185 - 211
Database
ACNP
SICI code
Abstract
Consider a continuous-time Markov chain evolving in a random environment. We study certain forms of interaction between the process of interest and the environmental process, under which the stationary joint distribution is tractable. Moreover, we obtain necessary and sufficient conditions for a product-form stationary distribution. A number of examples that illustrate the applicability of our results in queueing and population growth models are also included.