A heavy-traffic-limit formula for the moments of the stationary distribution in GI/G/1-type Markov chains

DOI10.1016/j.orl.2021.10.003OpenAlexW3211278229MaRDI QIDQ2670445

Tatsuaki Kimura, Hiroyuki Masuyama

Publication date: 11 March 2022

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.orl.2021.10.003

zbMATH Keywords

queueingcharacteristic functionheavy-traffic limitGI/G/1-type Markov chain

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX)

Cites Work

• Heavy-traffic asymptotics for stationary GI/G/1-type Markov chains
• The heavy traffic limit of a class of Markovian queueing models
• Censoring, factorizations, and spectral analysis for transition matrices with block-repeating entries
• Corrigendum to: ``Heavy-traffic asymptotics for stationary \(\mathrm{GI}/\mathrm{G}/1\)-type Markov chains
• Light-tailed asymptotics of \(\mathrm{GI}/\mathrm{G}/1\)-type Markov chains
• A stable recursion for the steady state vector in markov chains of m/g/1 type
• Applied Probability and Queues
• Heavy traffic analysis of a random walk on a lattice semi-strip
• Duality results for block-structured transition matrices
• Light-tailed asymptotics of stationary probability vectors of Markov chains of GI/G/1 type

This page was built for publication: A heavy-traffic-limit formula for the moments of the stationary distribution in GI/G/1-type Markov chains