کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
476725 | 1446049 | 2013 | 13 صفحه PDF | دانلود رایگان |
![عکس صفحه اول مقاله: Separable solutions for Markov processes in random environments Separable solutions for Markov processes in random environments](/preview/png/476725.png)
In this paper we address the problem of efficiently deriving the steady-state distribution for a continuous time Markov chain (CTMC) S evolving in a random environment E. The process underlying E is also a CTMC. S is called Markov modulated process. Markov modulated processes have been widely studied in literature since they are applicable when an environment influences the behaviour of a system. For instance, this is the case of a wireless link, whose quality may depend on the state of some random factors such as the intensity of the noise in the environment. In this paper we study the class of Markov modulated processes which exhibits separable, product-form stationary distribution. We show that several models that have been proposed in literature can be studied applying the Extended Reversed Compound Agent Theorem (ERCAT), and also new product-forms are derived. We also address the problem of the necessity of ERCAT for product-forms and show a meaningful example of product-form not derivable via ERCAT.
• We define a new framework for the specification of Markov modulated processes.
• We apply the ERCAT to derive the conditions for product-form.
• This approach unifies previous results on this field and is more general than them.
• The application of ERCAT has better computational complexity than previous methods.
• We prove that ERCAT is not necessary for product-form by showing a counterexample.
Journal: European Journal of Operational Research - Volume 229, Issue 2, 1 September 2013, Pages 391–403