Markov-chain alternative (from the perspective of "feedback") - MathOverflow most recent 30 from http://mathoverflow.net 2013-05-25T08:27:30Z http://mathoverflow.net/feeds/question/22440 http://www.creativecommons.org/licenses/by-nc/2.5/rdf http://mathoverflow.net/questions/22440/markov-chain-alternative-from-the-perspective-of-feedback Markov-chain alternative (from the perspective of "feedback") Zoltan 2010-04-24T17:19:20Z 2010-04-24T17:19:20Z <p>First of all, I'm not quiet sure the "feedback" word is used in this context. Let's say we have a simple M/M/1 queue. Markov-chains are used to describe such entities, for example taking the number of people in the queue as a state.</p> <p>What if we introduce feedback into the picture? What if there's a chance at each state that if the number of people in the queue are larger than a fixed number, then we add an other queue to the picture - essentially transforming the underlying structure?</p> <p>The same question arises if we say that at state \$k\$, there's an \$A_{k}\$ chance that \$f(k)\$ number of people arrive - we don't know the exact number of states.</p> <p>Is there a way to describe this kind of situation?</p>