ON THE STRUCTURE OF THE SPACE OF GEOMETRIC PRODUCT-FORM MODELS

  • Authors:
  • Nimrod Bayer;Richard J. Boucherie

  • Affiliations:
  • Department of Electrical and Computer Engineering, Ben-Gurion University of the Negev, Beer-Sheva 84105, Israel, E-mail: bayer@fuji.ee.bgu.ac.il;Faculty of Mathematical Sciences, University of Twente, 7500 AE Enschede, The Netherlands

  • Venue:
  • Probability in the Engineering and Informational Sciences
  • Year:
  • 2002

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Abstract

This article deals with Markovian models defined on a finite-dimensional discrete state space and possess a stationary state distribution of a product-form. We view the space of such models as a mathematical object and explore its structure. We focus on models on an orthant [script Z]+n, which are homogeneous within subsets of [script Z]+n called walls, and permit only state transitions whose ∥ ∥∞-length is 1. The main finding is that the space of such models exhibits a decoupling principle: In order to produce a given product-form distribution, the transition rates on distinct walls of the same dimension can be selected without mutual interference. This principle holds also for state spaces with multiple corners (e.g., bounded boxes in [script Z]+n).In addition, we consider models which are homogeneous throughout a finite-dimensional grid [script Z]n, now without a fixed restriction on the length of the transitions. We characterize the collection of product-form measures which are invariant for a model of this kind. For such models with bounded transitions, we prove, using Choquet's theorem, that the only possible invariant measures are product-form measures and their combinations.