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Connecting reversible Markov processes

Published online by Cambridge University Press:  01 July 2016

P. K. Pollett
P. K. Pollett*
Affiliation:
The University of Adelaide
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Abstract

We provide a framework for interconnecting a collection of reversible Markov processes in such a way that the resulting process has a product-form invariant measure with respect to which the process is reversible. A number of examples are discussed including Kingman&s reversible migration process, interconnected random walks and stratified clustering processes.

Keywords

REVERSIBILITYQUEUEING NETWORKSPRODUCT-FORMINVARIANT MEASURES

Information

Type
Research Article
Information
Advances in Applied Probability , Volume 18 , Issue 4 , December 1986 , pp. 880 - 900
Copyright
Copyright © Applied Probability Trust 1986 

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