Hostname: page-component-78c5997874-xbtfd Total loading time: 0 Render date: 2024-11-10T20:52:14.715Z Has data issue: false hasContentIssue false

Two remarks on insensitive stochastic models

Published online by Cambridge University Press:  01 July 2016

R. Schassberger*
Affiliation:
Technical University of Berlin
*
Postal address: Technische Universität Berlin, Fachbereich 3-Mathematik, Strasse des 17 Juni 135, 1000 Berlin 12, W. Germany.

Abstract

This paper contains two contributions to the insensitivity theory for generalized semi-Markov schemes, namely

  1. (1) a detailed account of a close relationship between insensitive schemes and partially balanced discrete-state Markov chains, and

  2. (2) an extension of the notion of an insensitive scheme in order to incorporate insensitivity phenomena not previously covered.

Type
Research Article
Copyright
Copyright © Applied Probability Trust 1986 

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

1. Barbour, A. D. (1982) Generalized semi-Markov schemes and open queuing networks. J. Appl. Prob. 19, 469474.CrossRefGoogle Scholar
2. Barbour, A. D. and Schassberger, R. (1981) Insensitive average residence times in generalized semi-Markov processes. Adv. Appl. Prob. 13, 720735.CrossRefGoogle Scholar
3. Baskett, F., Chandy, M., Muntz, R. and Palacios, J. (1975) Open, closed and mixed networks of queues with different classes of customers. J. Assoc. Comput. Mach. 22, 248260.Google Scholar
4. Cohen, J. W. (1957) Basic problems of telephone traffic theory and the influence of repeated calls. Philips Telecomm. Rev. 18, 49100.Google Scholar
5. Henderson, W. (1983) Insensitivity and reversed Markov processes. Adv. Appl. Prob. 15, 752768.CrossRefGoogle Scholar
6. Jansen, U. (1984) Conditional expected sojourn times in insensitive queuing systems and networks. Adv. Appl. Prob. 16, 906919.Google Scholar
7. Jansen, U., König, D. and Nawrotzki, K. (1979) A criterion of insensitivity for a class of queuing systems with random marked point processes. Math. Operationsforsch. Statist. 10, 379403.Google Scholar
8. Kelly, F. P. (1979) Reversibility and Stochastic Networks. Wiley, London.Google Scholar
9. König, D. and Jansen, U. (1974) Stochastic processes and properties of invariance for queuing systems with speeds and temporary interruptions. Trans. 7th Prague Conf. Information Theory , 335343.Google Scholar
10. König, D., Matthes, K. and Nawrotzki, K. (1967) Verallgemeinerungen der Erlangschen und Engsetschen Formeln (Eine Methode der Bedienungstheorie). Akademie-Verlag, Berlin.Google Scholar
11. Rényi, A. (1970) Foundations of Probability Theory. Holden-Day, San Francisco.Google Scholar
12. Schassberger, R. (1978) Insensitivity of steady-state distributions of generalized semi-Markov processes with speeds. Adv. Appl. Prob. 10, 836851.Google Scholar
13. Schassberger, R. (1983) Decomposable stochastic networks: some observations. Proc. Internat. Sem. Modelling and Perform. Eval. methodology, INRIA, Vol. 1, 203220.Google Scholar
14. Whitt, W. (1980) Continuity of generalized semi-Markov processes. Math. Oper. Res. 5, 494501.Google Scholar
15. Whittle, P. (1985) Partial balance and insensitivity J. Appl. Prob. 22, 168176.Google Scholar