On the Structure of the Space of Product - Form

This paper deals with Markovian models which are deened on a nite-dimensional discrete state space, and possess a stationary state distribution of a product-form. We view the space of such models as a mathematical object, and explore its structure. We focus on models on an orthant Z n + , which are homogeneous within subsets of Z n + called walls, and permit only state transitions whose k k 1-length is 1. The main nding is that the space of such models exhibits a decoupling principle: In order to produce a given product-form distribution, the transition rates on distinct walls of the same dimension can be selected without mutual interference. The selection space of distinct models which share a given product-form state distribution is accounted for. In addition, we consider models which are homogeneous throughout a nite-dimensional grid Z n , now without a xed restriction on the length of the transitions. We characterize the collection of product-form measures which are invariant for a model of this kind. For such models with bounded transitions we prove, using Choquet's theorem, that the only possible invariant measures are product-form measures and their combinations.