| 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.