Invariance in resource-sharing systems
Costas Courcoubetis, Pravin P. Varaiya, Jean C. Walrand · Journal of Applied Probability · 1984
A method for proving the invariance of hitting-time distributions with respect to the control strategy of a Markov chain is presented. The method is applied to resource-sharing problems. It provides a new proof of a known result and extends it. Sufficient conditions for such an invariance are given and are illustrated by examples.