The invariant measure of homogeneous Markov processes in the quarter-plane: Representation in geometric terms

We consider the invariant measure of a homogeneous continuous-time Markov process in the quarter-plane. The basic solutions of the global balance equation are the geometric distributions. We first show that the invariant measure can not be a finite linear combination of basic geometric distributions, unless it consists of a single basic geometric distribution. Second, we show that a countable linear combination of geometric terms can be an invariant measure only if it consists of pairwise-coupled terms. As a consequence, we obtain a complete characterization of all countable linear combinations of geometric distributions that may yield an invariant measure for a homogeneous continuous-time Markov process in the quarter-plane

Modeling with bivariate geometric distributions

This dissertation studied systems with several components which were subject to different types of failures. Systems with two components having frequency counts in the domain of positive integers, and the survival time of each component following geometric or mixture geometric distribution can be classified into this category. Examples of such systems include twin engines of an airplane and the paired organs in a human body. It was found that such a system, using conditional arguments, can be characterized as multivariate geometric distributions. It was proved that these characterizations of the geometric models can be achieved using conditional probabilities, conditional failure rates, or probability generating functions. These new models were fitted to real-life data using the maximum likelihood estimators, Bayes estimators, and method of moment estimators. The maximum likelihood estimators were obtained by solving score equations. Two methods of moments estimators were compared in each of the several bivariate geometric models using the estimated bias vectors and the estimated variance-covariance matrices. This comparison was done through a Monte-Carlo simulation for increasing sample sizes. The Chi-square goodness-of-fit tests were used to evaluate model performance

A Homotopy Algorithm for Approximating Geometric Distributions by Integrable Systems

In the geometric theory of nonlinear control systems, the notion of a distribution and the dual notion of codistribution play a central role. Many results in nonlinear control theory require certain distributions to be integrable. Distributions (and codistributions) are not generically integrable and, moreover, the integrability property is not likely to persist under small perturbations of the system. Therefore, it is natural to consider the problem of approximating a given codistribution by an integrable codistribution, and to determine to what extent such an approximation may be used for obtaining approximate solutions to various problems in control theory. In this note, we concentrate on the purely mathematical problem of approximating a given codistribution by an integrable codistribution. We present an algorithm for approximating an m-dimensional nonintegrable codistribution by an integrable one using a homotopy approach. The method yields an approximating codistribution that agrees with the original codistribution on an m-dimensional submanifold E_0 of R^n

Batch queues, reversibility and first-passage percolation

We consider a model of queues in discrete time, with batch services and arrivals. The case where arrival and service batches both have Bernoulli distributions corresponds to a discrete-time M/M/1 queue, and the case where both have geometric distributions has also been previously studied. We describe a common extension to a more general class where the batches are the product of a Bernoulli and a geometric, and use reversibility arguments to prove versions of Burke's theorem for these models. Extensions to models with continuous time or continuous workload are also described. As an application, we show how these results can be combined with methods of Seppalainen and O'Connell to provide exact solutions for a new class of first-passage percolation problems.Comment: 16 pages. Mostly minor revisions; some new explanatory text added in various places. Thanks to a referee for helpful comments and suggestion