Deviation matrix and asymptotic variance for \(\mathrm{GI}/\mathrm{M}/1\)-type Markov chains

DOI10.1007/S11464-014-0401-7zbMath1308.60090OpenAlexW2099172085MaRDI QIDQ2259238

Yanyan Li

Publication date: 27 February 2015

Published in: Frontiers of Mathematics in China (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11464-014-0401-7

zbMATH Keywords

asymptotic variancetandem queuedeviation matrixmatrix-analytic method\(\mathrm{GI}/\mathrm{M}/1\)-type Markov chains

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (5)

Perturbation analysis for continuous-time Markov chains ⋮ Matrix-Analytic Methods for Solving Poisson’s Equation with Applications to Markov Chains of GI/G/1-Type ⋮ The variance constant for continuous-time level dependent quasi-birth-and-death processes ⋮ Integral-type functionals of first hitting times for continuous-time Markov chains ⋮ Central limit theorems for ergodic continuous-time Markov chains with applications to single birth processes

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