Advances in Applied Probability

Correlation formulas for Markovian network processes in a random environment

Hans Daduna and Ryszard Szekli

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We consider Markov processes, which describe, e.g. queueing network processes, in a random environment which influences the network by determining random breakdown of nodes, and the necessity of repair thereafter. Starting from an explicit steady-state distribution of product form available in the literature, we note that this steady-state distribution does not provide information about the correlation structure in time and space (over nodes). We study this correlation structure via one-step correlations for the queueing-environment process. Although formulas for absolute values of these correlations are complicated, the differences of correlations of related networks are simple and have a nice structure. We therefore compare two networks in a random environment having the same invariant distribution, and focus on the time behaviour of the processes when in such a network the environment changes or the rules for travelling are perturbed. Evaluating the comparison formulas we compare spectral gaps and asymptotic variances of related processes.

Article information

Adv. in Appl. Probab., Volume 48, Number 1 (2016), 176-198.

First available in Project Euclid: 8 March 2016

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Mathematical Reviews number (MathSciNet)

Zentralblatt MATH identifier

Primary: 60K25: Queueing theory [See also 68M20, 90B22]
Secondary: 60J25: Continuous-time Markov processes on general state spaces 60K37: Processes in random environments

Product-form network space-time correlation spectral gap asymptotic variance Peskun ordering


Daduna, Hans; Szekli, Ryszard. Correlation formulas for Markovian network processes in a random environment. Adv. in Appl. Probab. 48 (2016), no. 1, 176--198.

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