Wide-sense regeneration for Harris recurrent Markov processes: an open problem
نویسنده
چکیده
Harris recurrence is a widely used tool in the analysis of queueing systems. For discrete-time Harris chains, such systems automatically exhibit wide-sense regenerative structure, so that renewal theory can be applied to questions related to convergence of the transition probabilities to the equilibrium distribution. By contrast, in continuous time, the question of whether all Harris recurrent Markov processes are automatically wide-sense regenerative is an open problem. This paper reviews the key structural results related to regeneration for discrete-time chains and continuous time Markov processes, and describes the key remaining open problem in this subject area.
منابع مشابه
Perfect Sampling of Harris Recurrent Markov Chains
We develop an algorithm for simulating \perfect" random samples from the invariant measure of a Harris recurrent Markov chain. The method uses backward coupling of embedded regeneration times, and works most eeectively for nite chains and for stochas-tically monotone chains even on continuous spaces, where paths may be sandwiched below \upper" and \lower" processes. Examples show that more naiv...
متن کاملRegeneration-based statistics for Harris recurrent Markov chains
Harris Markov chains make their appearance in many areas of statistical modeling, in particular in time series analysis. Recent years have seen a rapid growth of statistical techniques adapted to data exhibiting this particular pattern of dependence. In this paper an attempt is made to present how renewal properties of Harris recurrent Markov chains or of specific extensions of the latter may b...
متن کاملAsymptotic Exponentiality of the Distribution of First Exit times for a Class of Markov Processes with Applications to Quickest Change Detection
We consider the first exit time of a nonnegative Harris-recurrent Markov process from the interval [0, A] as A → ∞. We provide an alternative method of proof of asymptotic exponentiality of the first exit time (suitably standardized) that does not rely on embedding in a regeneration process. We show that under certain conditions the moment generating function of a suitably standardized version ...
متن کاملStochastic Stability of Queueing Networks*
This paper investigates geometric stability and L p-stability of discrete-time Markov chains associated with closed and open queueing networks with Markovian routing. By geometric stability (resp. L p-stability) we mean that the chain is re-generative in the Harris-recurrent sense and that the times between the successive regeneration points have a bounded moment generating function (resp. a bo...
متن کاملRenenewal Approach to U-statistics Formarkovian Data
Consider a Markov chain X assumed to be positive recurrent with limiting probability distribution used to construct a U-statistics. Whereas the asymptotic properties of U -statistics based on independent and identically distributed data are well understood since the sixties the study of this speci c class of statistics for dependent data has recently received special attention in the statistica...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید
ثبت ناماگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید
ورودعنوان ژورنال:
- Queueing Syst.
دوره 68 شماره
صفحات -
تاریخ انتشار 2011