Combined Markov Chain of N identical Markov Chains

58 Views Asked by At

I have a markov chain from https://ieeexplore.ieee.org/document/9766097 as follows

enter image description here

The state transition matrix is as below

enter image description here

The analysis pertains to packet drop rate for ONE device with certain arrival($\lambda$) and transmission success probability($\mu_1$) where $\bar\lambda$ stands for no arrivals ($1-\lambda$) and $\bar\mu_1$ pertains to transmission failure probability ($1-\mu_1$).

The drop rate for ONE device is given by $\pi_d\bar\mu_1$ where $\pi_d$ is the steady state probability for the markov chain with delay bound $d$ (after which a packet will be dropped) in state $d$

I need to calculate the combined drop rate for N devices which are identical and symmetrical (i.e. have the same probability for successful transmission). What is the correct approach to extend this analysis for N devices? May be it is trivial, but I am missing the point.

1

There are 1 best solutions below

9
On BEST ANSWER

I think you mean expected drop rate (since actual drop rate is stochastic).

Let $D_i$ be the drop rate of device $i$. You are asking about the following quantity:

$$E\left[ \sum_{i=1}^N D_i \right]$$

Where we are assuming the $D_i$ are iid.

You pointed out that $E[D_i] = \pi_d\bar \mu_1$ therefore, by linearity of expectation, we should expect $N\pi_d\bar \mu_1$ combined drop rate.

The steady state distribution of combined drop rate would be the discrete convolution of $N$ copies of $\pi_d$