David Gamarnik
Abstract
Our model is a constrained homogeneous random walk in Z+d. The convergence to stationarity for such a random walk can often be checked by constructing a Lyapunov function. The same Lyapunov function can also be used for computing approximately the stationary distribution of this random walk, using methods developed in [11]. In this paper we show that computing exactly the stationary probability for this type of random walks is an undecidable problem: no algorithm can exist to achieve this task. We then prove that computing large deviation rates for this model is also an undecidable problem. We extend these results to a certain type of queueing systems. The implication of these results is that no useful formulas for computing stationary probabilities and large deviations rates can exist in these systems.
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Cross Ref
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