Article ID: | iaor19941220 |
Country: | United States |
Volume: | 18 |
Issue: | 4 |
Start Page Number: | 916 |
End Page Number: | 927 |
Publication Date: | Nov 1993 |
Journal: | Mathematics of Operations Research |
Authors: | Malyshev V.A., Fayolle G., Menshikov M.V., Sidorenko A.F. |
Keywords: | Jackson network |
The authors construct explicitly Lyapounov functions for Markovian Jackson networks. Two direct corollaries are obtained: first a proof of the necessary and sufficient conditions for ergodicity, without using the famous Jackson’s product form; secondly, an exponential convergence rate to the stationary distribution. They also consider small perturbations of the transition probabilities (yielding thus non-Jackson networks) and prove that the corresponding stationary distribution is an analytic function of these perturbations.