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Insensitivity in processes with zero speeds

Published online by Cambridge University Press:  01 July 2016

P. Taylor*
Affiliation:
University of Adelaide
*
Present address: Department of Mathematics, University of Western Australia, Nedlands, WA 6009, Australia.

Abstract

Many authors have discussed the equivalence of partial balance and insensitivity in in stochastic processes. When speeds are introduced into a stochastic process there arises a difficulty in proving the necessity of partial balance for insensitivity. Previous authors have overcome this difficulty by assuming that a process has the property of instantaneous attention. This property enforces the requirement that no lifetime can be created in a state in which that lifetime has zero speed.

In this paper it is shown that for processes with a finite state space it is unnecessary to make this assumption provided the notion of partial balance is slightly changed. Thus we give a criterion, analogous to partial balance, which is necessary and sufficient for insensitivity even in processes which do not possess the property of instantaneous attention. When a process does have instantaneous attention this criterion is equivalent to partial balance.

Type
Research Article
Copyright
Copyright © Applied Probability Trust 1989 

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