Random walks in a queueing network environment

We propose a class of models of random walks in a random environment where an exact solution can be given for a stationary distribution. The environment is cast in terms of a Jackson/Gordon–Newell network although alternative interpretations are possible. The main tool is the detailed balance equati...

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Veröffentlicht in:Journal of applied probability 2016-06, Vol.53 (2), p.448-462
Hauptverfasser: Gannon, M., Pechersky, E., Suhov, Y., Yambartsev, A.
Format: Artikel
Sprache:eng
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Zusammenfassung:We propose a class of models of random walks in a random environment where an exact solution can be given for a stationary distribution. The environment is cast in terms of a Jackson/Gordon–Newell network although alternative interpretations are possible. The main tool is the detailed balance equations. The difference compared to earlier works is that the position of the random walk influences the transition intensities of the network environment and vice versa, creating strong correlations. The form of the stationary distribution is closely related to the well-known product formula.
ISSN:0021-9002
1475-6072
DOI:10.1017/jpr.2016.12