/
/
/
Time-Reversibility of Stationary Markov Chains and Queueing Processes

Time-Reversibility of Stationary Markov Chains and Queueing Processes

Original Research ArticleNov 12, 2018Vol. 5 No. 1 (2005)

Abstract

This paper considers the time-reversibility of stationary Markov chains in discrete-time with general state space and its applications to queueing processes. Ōsawa obtained the necessary and sufficient conditions for time-reversibility of Markov chains with general state space and applied these results to queueing processes. His results are introduced here and some time-reversible processes. His results are introduced here and some time-reversible processes are studied.

Keywords:  Time-reversibility, Markov chain, invariant measure, atom, queue, waiting time, queue-length

Corresponding author: E-mail: cast@kmitl.ac.th

How to Cite

Ōsawa, H. ., & Shina, C. . (2018). Time-Reversibility of Stationary Markov Chains and Queueing Processes. CURRENT APPLIED SCIENCE AND TECHNOLOGY, 239-249.

References

  • F.P. Kelly, Reversibility and Stochastic Networks, (John Wieley & Sons, New York (1979)).
  • A. Kolmogorov, Zur theorie der Markoffshen ketten, Mathematishe Annalen 112 (1936), 155-160.
  • H. Ōsawa, Reversibility of Markov chains with applications to storage models, J. Appl. Prob. 22 (1985), 123-137.
  • H. Ōsawa, Reversibility of first-order autoregressive processes, Stochastic Processes and their Applications 28 (1988), 61-69.
  • H. Ōsawa, Discrete-time storage models with negative binomial inflow, Journal of the Operations Research of Japan 32 (1989), 218-232.

Author Information

Hideo Ōsawa

Nihon University, College of Economics, Tokyo, Japan

Chikayoshi Shina

Nihon University, College of Science and Technology, Tokyo, Japan

About this Article

Journal

Vol. 5 No. 1 (2005)

Type of Manuscript

Original Research Article

Keywords

Time-reversibility, Markov chain, invariant measure, atom, queue, waiting time, queue-length

Published

12 November 2018