Tests for the Nonergodicity of Multidimensional Markov Chains

Published Online:https://doi.org/10.1287/opre.33.1.161

A Markov chain is ergodic if it has a proper steady-state distribution. The stability of a queueing system often reduces to the ergodicity of an underlying multidimensional chain. We gave criteria for the nonergodicity of a multidimensional Markov chain and a generalization to continuous time Markov chains. We also give queueing model examples.

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