Insensitive bounds for the stationary distribution of non-reversible Markov chains

Insensitive bounds for the stationary distribution of non-reversible Markov chains

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Article ID: iaor1988678
Country: Israel
Volume: 25
Issue: 1
Start Page Number: 9
End Page Number: 20
Publication Date: Mar 1988
Journal: Journal of Applied Probability
Authors: ,
Keywords: communications
Abstract:

A general method is developed to compute easy bounds of the weighted stationary probabilities for networks of queues which do not satisfy the standard product form. The bounds are obtained by constructing approximating reversible Markov chains. Thus, the bounds are insensitive with respect to service-time distributions. A special representation, called the tree-form solution, of the stationary distribution is used to derive the bounds. The results are applied to an overflow model.

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