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Partial balance, insensitivity and weak coupling

Published online by Cambridge University Press:  01 July 2016

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

Abstract

The idea is developed of imbedding a given Markov process in a more general Markov process in a definite sense, the sense of weak coupling. It is shown that this gives a natural theory of insensitivity in that, the stronger the balance conditions satisfied by the imbedded process, the weaker the conditions that are required of the imbedding process. The imbeddings associated with a range of balance conditions are discussed.

Type
Research Article
Copyright
Copyright © Applied Probability Trust 1986 

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