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math.PR2011★ 1 cited
Strong Stationary Duality for Möbius Monotone Markov Chains: Unreliable Networks
Pawel Lorek, Ryszard Szekli
For Markov chains with a partially ordered finite state space we show strong stationary duality under the condition of Möbius monotonicity of the chain. We show relations of Möbius…
math.PR2011
Computable bounds on the spectral gap for unreliable Jackson networks
Pawel Lorek, Ryszard Szekli
The goal of this paper is to identify exponential convergence rates and to find computable bounds for them for Markov processes representing unreliable Jackson networks. First we u…