Insensitivity in processes with zero speeds

Insensitivity in processes with zero speeds

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Article ID: iaor1989811
Country: United Kingdom
Volume: 21
Issue: 3
Start Page Number: 612
End Page Number: 628
Publication Date: Sep 1989
Journal: Advances in Applied Probability
Authors:
Abstract:

Many authors have discussed the equivalence of partial balance and insensitivity in stochastic processes. When speeds are introduced into a stochastic process there arises a difficulty in proving the necessity of partial balance for insensitivity. Previous authors have overcome this difficulty by assuming that a process has the property of instantaneous attention. This property enforces the requirement that no lifetime can be created in a state in which that lifetime has zero speed. In this paper it is shown that for processes with a finite state space it is unnecessary to make this assumption provided the notion of partial balance is slightly changed. Thus the paper gives a criterion, analogous to partial balance, which is necessary and sufficient for insensitivity even in processes which do not possess the property of instantaneous attention. When a process does have instantaneous attention this criterion is equivalent to partial balance.

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