Local conditions for the stochastic comparison of particle systems

2004 ◽  
Vol 36 (4) ◽  
pp. 1252-1277 ◽  
Author(s):  
Rosario Delgado ◽  
F. Javier López ◽  
Gerardo Sanz

We study the stochastic comparison of interacting particle systems where the state space of each particle is a finite set endowed with a partial order, and several particles may change their value at a time. For these processes we give local conditions, on the rates of change, that assure their comparability. We also analyze the case where one of the processes does not have any changes that involve several particles, and obtain necessary and sufficient conditions for their comparability. The proofs are based on the explicit construction of an order-preserving Markovian coupling. We show the applicability of our results by studying the stochastic comparison of infinite-station Jackson networks and batch-arrival, batch-service, and assemble-transfer queueing networks.

2004 ◽  
Vol 36 (04) ◽  
pp. 1252-1277
Author(s):  
Rosario Delgado ◽  
F. Javier López ◽  
Gerardo Sanz

We study the stochastic comparison of interacting particle systems where the state space of each particle is a finite set endowed with a partial order, and several particles may change their value at a time. For these processes we give local conditions, on the rates of change, that assure their comparability. We also analyze the case where one of the processes does not have any changes that involve several particles, and obtain necessary and sufficient conditions for their comparability. The proofs are based on the explicit construction of an order-preserving Markovian coupling. We show the applicability of our results by studying the stochastic comparison of infinite-station Jackson networks and batch-arrival, batch-service, and assemble-transfer queueing networks.


2003 ◽  
Vol 17 (1) ◽  
pp. 143-151 ◽  
Author(s):  
Antonis Economou

External and internal monotonicity properties for Jackson networks have been established in the literature with the use of coupling constructions. Recently, Lopez et al. derived necessary and sufficient conditions for the (strong) stochastic comparison of two-station Jackson networks with increasing service rates, by constructing a certain Markovian coupling. In this article, we state necessary and sufficient conditions for the stochastic comparison of L-station Jackson networks in the general case. The proof is based on a certain characterization of the stochastic order for continuous-time Markov chains, written in terms of their associated intensity matrices.


Author(s):  
Colin J. H. McDiarmid

The theorem of R. Rado (12) to which I refer by the name ‘Rado's theorem for matroids’ gives necessary and sufficient conditions for a family of subsets of a finite set Y to have a transversal independent in a given matroid on Y. This theorem is of fundamental importance in both transversal theory and matroid theory (see, for example, (11)). In (3) J. Edmonds introduced and studied ‘polymatroids’ as a sort of continuous analogue of a matroid. I start this paper with a brief introduction to polymatroids, emphasizing the role of the ‘ground-set rank function’. The main result is an analogue for polymatroids of Rado's theorem for matroids, which I call not unnaturally ‘Rado's theorem for polymatroids’.


1998 ◽  
Vol 30 (03) ◽  
pp. 870-887 ◽  
Author(s):  
D. Fakinos ◽  
A. Economou

Introducing the concept of overall station balance which extends the notion of station balance to non-Markovian queueing networks, several necessary and sufficient conditions are given for overall station balance to hold. Next the concept of decomposability is introduced and it is related to overall station balance. A particular case corresponding to a Jackson-type queueing network is considered in some more detail.


1998 ◽  
Vol 30 (3) ◽  
pp. 870-887 ◽  
Author(s):  
D. Fakinos ◽  
A. Economou

Introducing the concept of overall station balance which extends the notion of station balance to non-Markovian queueing networks, several necessary and sufficient conditions are given for overall station balance to hold. Next the concept of decomposability is introduced and it is related to overall station balance. A particular case corresponding to a Jackson-type queueing network is considered in some more detail.


1982 ◽  
Vol 23 (2) ◽  
pp. 137-149 ◽  
Author(s):  
Mary Snowden ◽  
J. M. Howie

Let X be a finite set and let (X) be the full transformation semigroup on X, i.e. the set of all mappings from X into X, the semigroup operation being composition of mappings. This paper aims to characterize those elements of (X) which have square roots. An easily verifiable necessary condition, that of being quasi-square, is found in Theorem 2, and in Theorems 4 and 5 we find necessary and sufficient conditions for certain special elements of (X). The property of being compatibly amenable is shown in Theorem 7 to be equivalent for all elements of (X) to the possession of a square root.


1989 ◽  
Vol 21 (3) ◽  
pp. 681-701 ◽  
Author(s):  
Nicholas Bambos ◽  
Jean Walrand

We consider a single server first-come-first-served queue with a stationary and ergodic input. The service rate is a general function of the workload in the queue. We provide the necessary and sufficient conditions for the stability of the system and the asymptotic convergence of the workload process to a finite stationary process at large times. Then, we consider acyclic networks of queues in which the service rate of any queue is a function of the workloads of this and of all the preceding queues. The stability problem is again studied. The results are then extended to analogous systems with periodic inputs.


2000 ◽  
Vol 4 (1) ◽  
pp. 39-64 ◽  
Author(s):  
M. Doisy

The aim of this work is to obtain explicit conditions (i.e., conditions on the transition rates) for the stochastic comparison of Markov Processes. A general coupling technique is used to obtain necessary and sufficient conditions for the construction of a coupling Markov Process which stays in a fixed set K for all times and with given marginal processes. The strong stochastic comparison—or, more generally, the stochastic comparison through states functions—appears as a particular case. An example in the Reliability Theory is developed and proves the efficiency of the method. Systems with multiple component types and redundant units are stochastically compared directly or through particular functions.


2013 ◽  
Vol 50 (3) ◽  
pp. 848-860 ◽  
Author(s):  
Nitin Gupta

Under the assumption of independent and identically distributed (i.i.d.) components, the problem of the stochastic comparison of a coherent system having used components and a used coherent system has been considered. Necessary and sufficient conditions on structure functions have been provided for the stochastic comparison of a coherent system having used/inactive i.i.d. components and a used/inactive coherent system. As a consequence, for r-out-of-n systems, it has been shown that systems having used i.i.d. components stochastically dominate used systems in the likelihood ratio ordering.


1989 ◽  
Vol 21 (03) ◽  
pp. 681-701 ◽  
Author(s):  
Nicholas Bambos ◽  
Jean Walrand

We consider a single server first-come-first-served queue with a stationary and ergodic input. The service rate is a general function of the workload in the queue. We provide the necessary and sufficient conditions for the stability of the system and the asymptotic convergence of the workload process to a finite stationary process at large times. Then, we consider acyclic networks of queues in which the service rate of any queue is a function of the workloads of this and of all the preceding queues. The stability problem is again studied. The results are then extended to analogous systems with periodic inputs.


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