Quasi-stationary distributions for queueing and other models

Phil. Pollett

Quasi-stationary distributions for queueing and other models

Probability 2022-02-14 v1

Authors: Phil. Pollett

Abstract

This note presents conjectures on polynomial/algebraic/sub-exponential convergence of transition probabilities for $\lambda$ -null recurrent and $\lambda$ -transient Markov chains in continuous time. The only known positive examples are in queueing, branching, and related models. Implications for the existence of limiting conditional distributions for $\lambda$ -transient chains are discussed.

Keywords

markov chain markov processes markov chain monte carlo

Cite

@article{arxiv.2202.05428,
  title  = {Quasi-stationary distributions for queueing and other models},
  author = {Phil. Pollett},
  journal= {arXiv preprint arXiv:2202.05428},
  year   = {2022}
}

Comments

3 pages. To appear in "100 Views on Queues", a special issue (Vol. 100) of Queueing Systems (QUESTA) on open problems

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