Criteria for the non-ergodicity of stochastic processes: application to the exponential back-off protocol
1987 ◽
Vol 24
(02)
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pp. 347-354
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Keyword(s):
In this paper, we present some simple new criteria for the non-ergodicity of a stochastic process (Yn ), n ≧ 0 in discrete time, when either the upward or downward jumps are majorized by i.i.d. random variables. This situation is encountered in many practical situations, where the (Yn ) are functionals of some Markov chain with countable state space. An application to the exponential back-off protocol is described.
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1969 ◽
Vol 1
(02)
◽
pp. 123-187
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Keyword(s):
1973 ◽
Vol 73
(1)
◽
pp. 119-138
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1991 ◽
Vol 5
(4)
◽
pp. 463-475
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Keyword(s):
1998 ◽
Vol 12
(3)
◽
pp. 387-391
Keyword(s):
1973 ◽
Vol 73
(2)
◽
pp. 355-359
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Keyword(s):
Keyword(s):