Time-Reversibility of Stationary Markov Chains and Queueing Processes
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Abstract
This paper considers the time-reversibility of stationary Markov chains in discrete-time with general state space and its applications to queueing processes. Ōsawa obtained the necessary and sufficient conditions for time-reversibility of Markov chains with general state space and applied these results to queueing processes. His results are introduced here and some time-reversible processes. His results are introduced here and some time-reversible processes are studied.
Keywords: Time-reversibility, Markov chain, invariant measure, atom, queue, waiting time, queue-length
Corresponding author: E-mail: cast@kmitl.ac.th
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References
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