scholarly journals A Multi-species ASEP $\boldsymbol{(q,\,j)}$ and $\boldsymbol{q}$-TAZRP with Stochastic Duality

2017 ◽  
Vol 2018 (17) ◽  
pp. 5378-5416 ◽  
Author(s):  
Jeffrey Kuan
Keyword(s):  
Stochastic Duality

scholarly journals The exponential-dual matrix method: Applications to Markov chain analysis

2021 ◽  
pp. 217-235
Author(s):  
Gerardo Rubino ◽  
Alan Krinik
Keyword(s):  
Queueing Theory ◽  
Matrix Method ◽  
Arbitrary Point ◽  
Stable Model ◽  
Transient Phase ◽  
State Distribution ◽  
Chain Analysis ◽  
Stochastic Duality ◽  
Linear Differential ◽  
Algebraic Duality

Classic performance evaluation using queueing theory is usually done assuming a stable model in equilibrium. However, there are situations where we are interested in the transient phase. In this case, the main metrics are built around the model’s state distribution at an arbitrary point in time. In dependability, a significant part of the analysis is done in the transient phase. In previous work, we developed an approach to derive distributions of some continuous time Markovian models, built around uniformization (also called Jensen’s method), transforming the problem into a discrete time one, and the concept of stochastic duality. This combination of tools provides significant simplifications in many cases. However, stochastic duality does not always exist. Recently, we discovered that an idea of algebraic duality, formally similar to stochastic duality, can be defined and applied to any linear differential system (or equivalently, to any matrix). In this case, there is no limitation, the transformation is always possible. We call it the exponential-dual matrix method. In the article, we describe the limitations of stochastic duality and how the exponential-dual matrix method operates for any system, stochastic or not. These concepts are illustrated throughout our article with specific examples, including the case of infinite matrices.

scholarly journals Stochastic Duality of Markov Processes: A Study Via Generators

2013 ◽  
Vol 31 (6) ◽  
pp. 992-1023 ◽  
Author(s):  
Vassili Kolokoltsov ◽  
Rui Xin Lee
Keyword(s):  
Markov Processes ◽  
Stochastic Duality
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