Computation of the Invariant Probability of a Nonlinear Stochastic System and Applications to Queueing Systems

摘要

A method of computation or approximation of the stationary probability of a pair of discrete time stochastic processes, taking their values in finite spaces is presented. One of the processes is considered as a Markovian state process and the other is an observation process. The model can be used in the study of nonlinear transmission channels and voice packet transmission local area networks. The method, inspired from the study of random walks, is a recurrence method and can be extended to more complicated situations.