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arXiv · 1312.2746

Structure-reversibility of a two dimensional reflecting random walk and its application to queueing network

Masahiro Kobayashi·Masakiyo Miyazawa·Hiroshi Shimizu
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Abstract

We consider a two dimensional reflecting random walk on the nonnegative integer quadrant. It is assumed that this reflecting random walk has skip free transitions. We are concerned with its time reversed process assuming that the stationary distribution exists. In general, the time reversed process may not be a reflecting random walk. In this paper, we derive necessary and sufficient conditions for the time reversed process also to be a reflecting random walk. These conditions are different from but closely related to the product form of the stationary distribution.

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Masahiro Kobayashi, Masakiyo Miyazawa, Hiroshi Shimizu. 2013-12-10. Structure-reversibility of a two dimensional reflecting random walk and its application to queueing network. https://doi.org/10.1017/s0269964814000199

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