PARTIAL BALANCE, INSENSITIVITY AND WEAK COUPLING

The idea is developed of imbedding a given Markov process in a more general Markov process in a definite sense, the sense of weak coupling. It is shown that this gives a natural theory of insensitivity in that, the stronger the balance conditions satisfied by the imbedded process, the weaker the conditions that are required of the imbedding process. The imbeddings associated with a range of balance conditions are discussed. IMBEDDING; JACKSON NETWORKS 1. Extensions of the partial balance concept In an earlier paper (Whittle (1985)) I demonstrated the equivalence of partial balance and insensitivity, but dealt more convincingly with the case of a single partially-balancing set than with that of several. I would claim that this paper presents the natural general formulation of insensitivity, and demonstrates how the strength of one's conclusions corresponds exactly to the degree of balance assumed. As in the earlier paper we work with a Markov process in continuous time whose states x belong to a discrete space X. In order to avoid irrelevant complications we shall even suppose X finite. The intensity of the transition

[1]  Peter Whittle,et al.  Weak coupling in stochastic systems , 1984, Proceedings of the Royal Society of London. A. Mathematical and Physical Sciences.

[2]  Arie Hordijk,et al.  Networks of queues , 1984 .

[3]  F. Kelly Blocking probabilities in large circuit-switched networks , 1986, Advances in Applied Probability.

[4]  J. Kingman Markov population processes , 1969, Journal of Applied Probability.

[5]  Sheldon M. Ross,et al.  Stochastic Processes , 2018, Gauge Integral Structures for Stochastic Calculus and Quantum Electrodynamics.

[6]  Rolf Schassberger A definition of discrete product form distributions , 1979, Z. Oper. Research.

[7]  R. Schassberger Insensitivity of steady-state distributions of generalized semi-Markov processes by speeds , 1978, Advances in Applied Probability.

[8]  Uwe Jansen,et al.  Insensitivity and Steady-state Probabilities in Product Form for Queueing Networks , 1980, J. Inf. Process. Cybern..

[9]  W. J. Gordon,et al.  Closed Queuing Systems with Exponential Servers , 1967, Oper. Res..

[10]  Arie Hordijk,et al.  Insensitivity for Stochastic Networks , 1983, Computer Performance and Reliability.

[11]  R. Schassberger Insensitivity of Steady-state Distributions of Generalized Semi-Markov Processes. Part II , 1977 .

[12]  R. Schassberger The insensitivity of stationary probabilities in networks of queues , 1978, Advances in Applied Probability.

[13]  Peter Whittle,et al.  Systems in stochastic equilibrium , 1986 .

[14]  Dénes König,et al.  Verallgemeinerungen der Erlangschen und Engsetschen Formeln : Eine Methode in der Bedienungstheorie , 1967 .

[15]  A. Barbour Generalized semi-Markov schemes and open queueing networks , 1982 .

[16]  P. Whittle Partial balance and insensitivity , 1985, Journal of Applied Probability.