Ergodicity of one-dimensional resource sharing systems

We study one-dimensional resource sharing systems which can be seen as interacting particle systems taking values in . We first get, by coupling techniques, an estimate of their invariant measures. Then, for processes having a reversible measure, we show the uniqueness of the invariant measure and conclude that they are ergodic. As a consequence, we prove that every loss network on with calls of bounded length is ergodic.

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Year of publication:	2002
Authors:	Andjel, Enrique ; López, F. Javier ; Sanz, Gerardo
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 98.2002, 1, p. 1-22
Publisher:	Elsevier
Subject:	Resource sharing systems Loss networks Ergodicity \| Relative entropy Coupling

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008872709