Some Theorems on Instability with Applications to Multiaccess Protocols

Published Online:https://doi.org/10.1287/opre.36.6.958

An important question in stochastic modeling is whether a denumerable state Markov chain describing a system is stable or not. Adopting a general definition of stability, we discuss some conditions for instability. We extend slightly previous results on nonergodicity, and we present new criteria for moments of a chain to be infinite. Finally, we apply these instability conditions to study some multidimensional Markov chains that describe multiaccess protocols in a broadcast environment. In particular, we prove that the exponential backoff algorithm is unstable for λ > 0.461, and the decentralized dynamic control algorithm is unstable for λ > e−1 = 0.368.

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