Positive Recurrence: Weakly Connected Ergodic Classes

2009 ◽  
pp. 285-300
Author(s):  
G. George Yin ◽  
Chao Zhu
Keyword(s):  
Positive Recurrence

The M/M/1 queue with mass exodus and mass arrivals when empty

1997 ◽  
Vol 34 (01) ◽  
pp. 192-207 ◽  
Author(s):  
Anyue Chen ◽  
Eric Renshaw
Keyword(s):  
Sufficient Conditions ◽  
High Order ◽  
Necessary And Sufficient Conditions ◽  
Positive Recurrence ◽  
Powerful Technique ◽  
Resolvent Approach ◽  
Necessary And Sufficient ◽  
Direct Attack

An M/M/1 queue is subject to mass exodus at rate β and mass immigration at rate when idle. A general resolvent approach is used to derive occupation probabilities and high-order moments. This powerful technique is not only considerably easier to apply than a standard direct attack on the forward p.g.f. equation, but it also implicitly yields necessary and sufficient conditions for recurrence, positive recurrence and transience.

Invariant measures for Markov chains with no irreducibility assumptions

1988 ◽  
Vol 25 (A) ◽  
pp. 275-285 ◽  
Author(s):  
R. L. Tweedie
Keyword(s):  
Probability Theory ◽  
Invariant Measure ◽  
Markov Chains ◽  
Invariant Measures ◽  
Random Coefficient ◽  
General Function ◽  
Autoregressive Processes ◽  
Detailed Consideration ◽  
Positive Recurrence ◽  
Countable Space

Foster's criterion for positive recurrence of irreducible countable space Markov chains is one of the oldest tools in applied probability theory. In various papers in JAP and AAP it has been shown that, under extensions of irreducibility such as ϕ -irreducibility, analogues of and generalizations of Foster's criterion give conditions for the existence of an invariant measure π for general space chains, and for π to have a finite f-moment ∫π (dy)f(y), where f is a general function. In the case f ≡ 1 these cover the question of finiteness of π itself. In this paper we show that the same conditions imply the same conclusions without any irreducibility assumptions; Foster's criterion forces sufficient and appropriate regularity on the space automatically. The proofs involve detailed consideration of the structure of the minimal subinvariant measures of the chain. The results are applied to random coefficient autoregressive processes in order to illustrate the need to remove irreducibility conditions if possible.

The robustness of positive recurrence and recurrence of Markov chains under perturbations of the transition probabilities

1975 ◽  
Vol 12 (04) ◽  
pp. 744-752 ◽  
Author(s):  
Richard L. Tweedie
Keyword(s):  
Markov Chain ◽  
Markov Chains ◽  
Finite Number ◽  
Transition Probabilities ◽  
General State ◽  
Transition Matrices ◽  
Positive Recurrence ◽  
Markov Chain Models ◽  
Countable Space ◽  
General State Space

In many Markov chain models, the immediate characteristic of importance is the positive recurrence of the chain. In this note we investigate whether positivity, and also recurrence, are robust properties of Markov chains when the transition laws are perturbed. The chains we consider are on a fairly general state space : when specialised to a countable space, our results are essentially that, if the transition matrices of two irreducible chains coincide on all but a finite number of columns, then positivity of one implies positivity of both; whilst if they coincide on all but a finite number of rows and columns, recurrence of one implies recurrence of both. Examples are given to show that these results (and their general analogues) cannot in general be strengthened.

Benign Hidradenoma Masquerading as Ductal Breast Cancer-A Rare Case of False-Positive Recurrence in Cancer Follow-up

2013 ◽  
Vol 19 (6) ◽  
pp. 670-671
Author(s):  
Charlotte L. Ives ◽  
Peter K. Donnelly ◽  
Nick Ryley ◽  
Rebecca Green ◽  
Peter Bliss ◽  
...  
Keyword(s):  
Breast Cancer ◽  
False Positive ◽  
Rare Case ◽  
Positive Recurrence ◽  
Ductal Breast Cancer

A positive recurrence criterion associated with multidimensional queueing processes

1980 ◽  
Vol 17 (3) ◽  
pp. 790-801 ◽  
Author(s):  
Zvi Rosberg
Keyword(s):  
Markov Chain ◽  
State Space ◽  
Queueing Network ◽  
Multidimensional Case ◽  
Positive Recurrence ◽  
One Dimensional ◽  
Queueing Processes ◽  
Irreducible Markov Chain

A criterion is given for positive recurrence of a multidimensional, aperiodic, irreducible Markov chain with a denumerable state space. This criterion extends to the multidimensional case Foster's one-dimensional criterion. The multidimensional criterion consists of several conditions, one for each coordinate of the process. The usefulness of this criterion is shown through a queueing network example.

scholarly journals Positive recurrence of reflecting Brownian motion in three dimensions

2010 ◽  
Vol 20 (2) ◽  
pp. 753-783 ◽  
Author(s):  
Maury Bramson ◽  
J. G. Dai ◽  
J. M. Harrison
Keyword(s):  
Brownian Motion ◽  
Three Dimensions ◽  
Reflecting Brownian Motion ◽  
Positive Recurrence

The probability of large queue lengths and waiting times in a heterogeneous multiserver queue II: Positive recurrence and logarithmic limits

1995 ◽  
Vol 27 (2) ◽  
pp. 567-583 ◽  
Author(s):  
John S. Sadowsky
Keyword(s):  
Waiting Time ◽  
Queue Length ◽  
Waiting Times ◽  
General Setting ◽  
Batch Arrival ◽  
Positive Recurrence ◽  
Waiting Time Distributions ◽  
Harris Recurrence ◽  
Stationary Queue Length ◽  
Queue Lengths

We continue our investigation of the batch arrival-heterogeneous multiserver queue begun in Part I. In a general setting we prove the positive Harris recurrence of the system, and with no additional conditions we prove logarithmic tail limits for the stationary queue length and waiting time distributions.

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