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Preserving partial balance in continuous-time Markov chains

Published online by Cambridge University Press:  01 July 2016

P. K. Pollett
P. K. Pollett*
Affiliation:
The University of Adelaide
*
∗Present address: School of Mathematical and Physical Sciences, Murdoch University, Murdoch, WA 6150, Australia.
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Abstract

Recently a number of authors have considered general procedures for coupling stochastic systems. If the individual components of a system, when considered in isolation, are found to possess the simplifying feature of either reversibility, quasireversibility or partial balance they can be coupled in such a way that the equilibrium analysis of the system is considerably simpler than one might expect in advance. In particular the system usually exhibits a product-form equilibrium distribution and this is often insensitive to the precise specification of the individual components. It is true, however, that certain kinds of components lose their simplifying feature if the specification of the coupling procedure changes. From a practical point of view it is important, therefore, to determine if, and then under what conditions, the revelant feature is preserved.

In this paper we obtain conditions under which partial balance in a component is preserved and these often amount to the requirement that there exists a quantity which is unaffected by the internal workings of the component in question. We give particular attention to the components of a stratified clustering process as these most often suffer from loss of partial balance.

Keywords

REVERSIBILITYQUASIREVERSIBILITYWEAK COUPLINGINSENSITIVITYVARIED ARRIVAL RATESCLUSTERING PROCESSPRODUCT FORM
Type
Research Article
Information
Advances in Applied Probability , Volume 19 , Issue 2 , June 1987 , pp. 431 - 453
Copyright
Copyright © Applied Probability Trust 1987 

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