Partition-reversible Markov processes

Citation
C. Alexopoulos et al., Partition-reversible Markov processes, OPERAT RES, 47(1), 1999, pp. 125-130
Citations number
7
Categorie Soggetti
Engineering Mathematics
Journal title
OPERATIONS RESEARCH
ISSN journal
0030364X → ACNP
Volume
47
Issue
1
Year of publication
1999
Pages
125 - 130
Database
ISI
SICI code
0030-364X(199901/02)47:1<125:PMP>2.0.ZU;2-6
Abstract
This study introduces a generalization of reversibility called partition-re versibility. A Markov jump process is partition-reversible if the average n umbers of its transitions between sets that partition the state space are e qual. In this case, its stationary distribution is obtainable by solving th e balance equations separately on the sets. We present several characteriza tions of partition-reversibility and identify subclasses of treelike, starl ike, and circular partition-reversible processes. A new circular birth-deat h process is used in the analysis. The results are illustrated by a queuein g model with controlled service rate, a multitype service system with block ing, and a parallel-processing model. A few comments address partition-reve rsibility for non-Markovian processes.