In a number of well-known applied probability models certain steady-state probabilities display an insensitivity property: they depend only on the means of certain lifetime distributions entering the definition of the model, not on their exact shapes. This phenomenon has been studied by Matthes and co-workers in a general framework. New and simple proofs are given for their essential results.
@article{1176995612,
author = {Schassberger, R.},
title = {Insensitivity of Steady-state Distributions of Generalized Semi-Markov Processes. Part II},
journal = {Ann. Probab.},
volume = {6},
number = {6},
year = {1978},
pages = { 85-93},
language = {en},
url = {http://dml.mathdoc.fr/item/1176995612}
}
Schassberger, R. Insensitivity of Steady-state Distributions of Generalized Semi-Markov Processes. Part II. Ann. Probab., Tome 6 (1978) no. 6, pp. 85-93. http://gdmltest.u-ga.fr/item/1176995612/