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Tightness for Non-irreducible Markov Chains
Markov chains stochastic stability tightness Lyapunov functions
2015/7/8
In this paper we develop Foster-type criteria guaranteeing tightness for Markov chains which are not necessarily irreducible. The results include criteria for both tightness of the marginal distributi...
Tightness criteria for random measures with application to the principle of conditioning in Hilbert spaces
Tightness criteria random measures with application
2009/9/23
Tightness criteria for random measures with application to the principle of conditioning in Hilbert spaces。
TIGHTNESS OF STATIONARY WAITING TIMES IN HEAVY TRAFFIC FOR GI/GI/1 QUEUES WITH THICK TAILS
LBvy process queueing systems heavy traffic stationary waiting time tightness
2009/9/18
Recently, a Heavy Traffic Invariance Principle was
proposed by Szczotka and Woyczyliski to characterize the heavy traffic
limiting distribution of normalized stationary waiting times of
G/G/l queue...
Let $X, X_1, X_2, dots $ be a sequence of nondegenerate, independent and identically distributed random variables and set $S_n=X_1+dots +X_n, V_n^2=X_1^2+dots +X_n^2.$ We answer a question of G"otze, ...
Consider a long-range, one-dimensional voter model started with all zeroes on the negative integers and all ones on the positive integers. If the process obtained by identifying states that are transl...