Loynes construction for the extended bipartite matching

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Pascal Moyal (1) , Ana Bušić (2, 3) , Jean Mairesse (4)

1 IECL - Institut Élie Cartan de Lorraine
2 DYOGENE - Dynamics of Geometric Networks
3 LINCS - Laboratory of Information, Network and Communication Sciences
4 APR - Algorithmes, Programmes et Résolution

We propose an explicit construction of the stationary state of Extended Bipartite Matching (EBM) models, as defined in (Busic et. al., 2013). We use a Loynes-type backwards scheme similar in flavor to that in (Moyal et al., 2017), allowing to show the existence and uniqueness of a bi-infinite perfect matching under various conditions, for a large class of matching policies and of bipartite matching structures. The key algebraic element of our construction is the sub-additivity of a suitable stochastic recursive representation of the model, satisfied under most usual matching policies. By doing so, we also derive stability conditions for the system under general stationary ergodic assumptions, subsuming the classical markovian settings.

Domaines: Probabilités [math.PR]

Pascal Moyal, Ana Bušić, Jean Mairesse. Loynes construction for the extended bipartite matching. 2018. ⟨hal-01968565⟩