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Tests for the Nonergodicity of Multidimensional Markov Chains

Author

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  • Linn I. Sennott

    (Illinois State University, Normal, Illinois)

Abstract

A Markov chain is ergodic if it has a proper steady-state distribution. The stability of a queueing system often reduces to the ergodicity of an underlying multidimensional chain. We gave criteria for the nonergodicity of a multidimensional Markov chain and a generalization to continuous time Markov chains. We also give queueing model examples.

Suggested Citation

  • Linn I. Sennott, 1985. "Tests for the Nonergodicity of Multidimensional Markov Chains," Operations Research, INFORMS, vol. 33(1), pages 161-167, February.
    • Handle: RePEc:inm:oropre:v:33:y:1985:i:1:p:161-167
    DOI: 10.1287/opre.33.1.161
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    Cited by:

    1. Jeongsim Kim & Bara Kim, 2016. "A survey of retrial queueing systems," Annals of Operations Research, Springer, vol. 247(1), pages 3-36, December.

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