Let {Xn} be a Markov chain with transition probability pij =： aj-（i-1）＋,i,j ≥ 0, where aj=0 providedj 〈 0, a0 〉 0, a0＋a1〈 1 and ∑∞n=0 an= 1. Let μ∑∞n=1nan. It is known that {Xn} is positive recurrent wh...Let {Xn} be a Markov chain with transition probability pij =： aj-（i-1）＋,i,j ≥ 0, where aj=0 providedj 〈 0, a0 〉 0, a0＋a1〈 1 and ∑∞n=0 an= 1. Let μ∑∞n=1nan. It is known that {Xn} is positive recurrent when μ 〈 1; is null recurrent when μ= 1; and is transient when μ 〉 1. In this paper, the integrability of the first returning time and the last exit time are discussed. Keywords Geom/G/1 queuing model, first returning time, last exit time, Markov chain展开更多
基金Supported by National Natural Science Foundation of China(Grant Nos.11001070,11101113)Zhejiang Provincial Natural Science Foundation(Grant No.R6090034)
文摘Let {Xn} be a Markov chain with transition probability pij =： aj-（i-1）＋,i,j ≥ 0, where aj=0 providedj 〈 0, a0 〉 0, a0＋a1〈 1 and ∑∞n=0 an= 1. Let μ∑∞n=1nan. It is known that {Xn} is positive recurrent when μ 〈 1; is null recurrent when μ= 1; and is transient when μ 〉 1. In this paper, the integrability of the first returning time and the last exit time are discussed. Keywords Geom/G/1 queuing model, first returning time, last exit time, Markov chain
