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Relaxed Markov processes

Published online by Cambridge University Press:  01 July 2016

P. Whittle
P. Whittle*
Affiliation:
University of Cambridge
*
∗ Postal address: Statistical Laboratory, University of Cambridge, 16 Mill Lane, Cambridge CB2 1SB, U.K.
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Abstract

The concept of relaxing a Markov process is introduced; this is the creation of additional transitions between ergodic classes of the process in such a way as to conserve the existing equilibrium distribution within ergodic classes. The ‘open' version of a ‘closed' model of migration, polymerisation etc. often has this character. As further examples, generalized versions of Jackson networks and networks with clustering nodes are given.

Keywords

PARTIAL BALANCEQUASI-REVERSIBILITYJACKSON NETWORKSPOLYMERISATION

Information

Type
Research Article
Information
Advances in Applied Probability , Volume 15 , Issue 4 , December 1983 , pp. 769 - 782
Copyright
Copyright © Applied Probability Trust 1983 

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