Subexponential asymptotics of the stationary distributions of M/G/1-type Markov chains

DOI10.1016/j.ejor.2011.03.038zbMath1218.90061OpenAlexW2144549964MaRDI QIDQ2275804

Hiroyuki Masuyama

Publication date: 10 August 2011

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2011.03.038

zbMATH Keywords

queueingperiodicityBMAPsubexponential asymptoticsM/G/1-type Markov chain\(G\)-matrix

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

Related Items (11)

A PH/PH\((n)/C/C\) state-dependent queuing model for metro station corridor width design ⋮ Error Bounds for Augmented Truncations of Discrete-Time Block-Monotone Markov Chains under Subgeometric Drift Conditions ⋮ Light-tailed asymptotics of \(\mathrm{GI}/\mathrm{G}/1\)-type Markov chains ⋮ A note on the subexponential asymptotics of the stationary distribution of \(M/G/1\) type Markov chains ⋮ A geometric convergence formula for the level-increment-truncation approximation of \(M/G/1\)-type Markov chains ⋮ Unnamed Item ⋮ A sufficient condition for the subexponential asymptotics of GI/G/\(1\)-type Markov chains with queueing applications ⋮ Circulation network design for urban rail transit station using a PH(\(n\))/PH(\(n\))/\(C\)/\(C\) queuing network model ⋮ Characterisation of the output process of a discrete-time \(GI/D/1\) queue, and its application to network performance ⋮ Subexponential Asymptotics of the Stationary Distributions of GI/G/1-Type Markov Chains ⋮ Subexponential asymptotics of asymptotically block-Toeplitz and upper block-Hessenberg Markov chains

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• A Markov renewal approach to \(M/G/1\) type queues with countably many background states
• Censoring, factorizations, and spectral analysis for transition matrices with block-repeating entries
• Asymptotics for sums of random variables with local subexponential behaviour
• Tail asymptotics for M/G/1 type queueing processes with subexponential increments
• Appendix: A primer on heavy-tailed distributions
• Non-negative matrices and Markov chains.
• Light-Tailed Asymptotics of Stationary Tail Probability Vectors of Markov Chains of M/G/1 Type
• On ramaswami's algorithm for the computation of the steady state vector in markov chains ofM/G/1-Type
• SUBEXPONENTIAL ASYMPTOTICS OF THE BMAP/GI/1 QUEUE
• A stable recursion for the steady state vector in markov chains of m/g/1 type
• Subexponential distributions and integrated tails
• Distributions that are both subexponential and in the domain of attraction of an extreme-value distribution
• Subexponential asymptotics of a Markov-modulated random walk with queueing applications
• On the asymptotic behaviour of the stationary distribution of markov chains of M/G/1-type
• Asymptotics for steady-state tail probabilities in structured markov queueing models
• A new recursion for the queue length distribution in the stationary BMAP/G/1 queue
• The stationary tail asymptotics in the GI/G/1-type queue with countably many background states
• Applied Probability and Queues
• Geometric Decay in a QBD Process with Countable Background States with Applications to a Join-the-Shortest-Queue Model
• Light-tailed asymptotics of stationary probability vectors of Markov chains of GI/G/1 type
• Heavy-tailed asymptotics of stationary probability vectors of Markov chains of gi/g/1 type
• Geometric and Subexponential Asymptotics of Markov Chains of M/G/1 Type
• Tail asymptotics for M/G/1-type queueing processes with light-tailed increments

This page was built for publication: Subexponential asymptotics of the stationary distributions of M/G/1-type Markov chains