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## Analysis of the RFB process

The stationary probabilities in the RFB process can be analyzed by applying the analysis in Section 3.5.2 recursively. Recall that, in the RFB process, the infinitesimal generator of the -th process depend on the level of the -th process for . In Section 3.5.2, we analyzed the case of (the FB process).

We argue, by induction, that all the processes that constitute the RFB process can be approximated by finite-phase QBD processes (1D Markov chains) via the approach in Section 3.5.2. Then, the stationary probabilities in the processes can be obtained by analyzing the stationary probabilities in the 1D Markov chains. By our assumption, the first process is a finite-phase QBD process that does not depend on other processes, which proves the base case. Suppose that the -th process is approximated by a QBD process with a finite number of phases, . The QBD process typically has an infinite number of levels. However, by the analysis in Section 3.5.2, can be approximated by a QBD process with a finite number of levels, , such that and have stochastically similar effect on the -th process, . Now, using , process can be approximated by a QBD process with a finite number of phases. This completes our argument.

Next: Analysis of the GFB Up: Dimensionality reduction Previous: Analysis of the FB   Contents
Takayuki Osogami 2005-07-19