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• W4253593221 abstract "We consider a discrete-time Markov chain (X t ,Y t ), t = 0, 1, 2,…, where the X-component forms a Markov chain itself. Assume that (X t ) is Harris-ergodic and consider an auxiliary Markov chain [Formula: see text] whose transition probabilities are the averages of transition probabilities of the Y-component of the (X, Y)-chain, where the averaging is weighted by the stationary distribution of the X-component. We first provide natural conditions in terms of test functions ensuring that the [Formula: see text]-chain is positive recurrent and then prove that these conditions are also sufficient for positive recurrence of the original chain (X t , Y t ). The we prove a “multi-dimensional” extension of the result obtained. In the second part of the paper, we apply our results to two versions of a multi-access wireless model governed by two randomised protocols." @default.
• W4253593221 created "2022-05-12" @default.
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• W4253593221 date "2012-06-01" @default.
• W4253593221 modified "2023-10-12" @default.
• W4253593221 title "Stability of a Markov-modulated Markov Chain, with Application to a Wireless Network Governed by two Protocols" @default.
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• W4253593221 doi "https://doi.org/10.1287/11-ssy030" @default.
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