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I am reading the paper Towards Utility-optimal Random Access Without Message Passing by J. Liu, Y. Yi, A. Proutiere, M. Chiang, H. V. Poor. A sentence in Section 3.2 can be paraphrased as follows:

Because a Markov process is reversible, the stationary distribution does not depend on the exponential distribution of the transition probabilities (i.e., the income and the service rates) and it only depends on the mean of the transition rates.

I have two questions:

  1. Why we need the exponential distribution assumption at all?
  2. Why we can relax the assumption if the process is reversible?

Please describe in detail, since I know almost nothing about Markov processes.

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Which paper? $ $ – Did Sep 6 '12 at 18:22
Have a look at section 3.2 of – Helium Sep 6 '12 at 18:27

Read the first and second chapters of chatfields book on time series(can be done in 2days). Please proceed to the first three chapters of Hidden Markov Models for Time series.(by Walter Zucchini and Ian MacDonald)-can also be done in 2days. Go back to your text and there will be no problems. Anonymous.

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