Some remarks on uniformly bounded Markov chains: Multimodality analysis

Some remarks on uniformly bounded Markov chains: Multimodality analysis

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Article ID: iaor1988864
Country: United Kingdom
Volume: 16
Start Page Number: 85
End Page Number: 99
Publication Date: Aug 1989
Journal: Computers and Operations Research
Authors:
Keywords: markov processes
Abstract:

Since 1975 when Caleial and Hellman published their paper, it has been known that the bistable behavior of the ALOHA system is associated with a bimodal shape of the backlog steady-state distribution. This paper generalizes the problem and asks under what conditions a one-dimensional Markov chain possesses a multimodal steady-state distribution. It restricts analysis to uniformly bounded Markov chains. In this class the author distinguishes so called near birth and death processes and proves that under some additional assumptions a shape of the distribution is determined by the transition probabilities located on the principal diagonal, subdiagonal and supdiagonal of the transition matrix. This provides a theoretical explanation for the bistable behavior of the ALOHA system. In addition, the author establishes conditions under which some Markov chains can be approximated by a birth and death process.

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