On a decomposition for infinite transition matrices

On a decomposition for infinite transition matrices

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Article ID: iaor20002968
Country: Netherlands
Volume: 27
Issue: 1/2
Start Page Number: 127
End Page Number: 130
Publication Date: Dec 1997
Journal: Queueing Systems
Authors: , ,
Keywords: queues: theory
Abstract:

Heyman gives an interesting factorization of IP, where P is the transition probability matrix for an ergodic Markov chain. We show that this factorization is valid if and only if the Markov chain is recurrent. Moreover, we provide a decomposition result which includes all ergodic, null recurrent as well as the transient Markov chains as special cases. Such a decomposition has been shown to be useful in the analysis of queues.

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