Criteria for the non-ergodicity of stochastic processes: application to the exponential back-off protocol
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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.
1987 ◽
Vol 24
(02)
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pp. 347-354
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1969 ◽
Vol 1
(02)
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pp. 123-187
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1973 ◽
Vol 73
(1)
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pp. 119-138
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1991 ◽
Vol 5
(4)
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pp. 463-475
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1998 ◽
Vol 12
(3)
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pp. 387-391
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1973 ◽
Vol 73
(2)
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pp. 355-359
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