Subexponential Asymptotics of the Stationary Distributions of GI/G/1-Type Markov Chains

DOI10.1080/15326349.2013.783286zbMath1271.60099arXiv1410.5554OpenAlexW2761873966MaRDI QIDQ2841133

Yutaka Takahashi, Hiroyuki Masuyama, Tatsuaki Kimura

Publication date: 24 July 2013

Published in: Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1410.5554

zbMATH Keywords

stationary distribution\(\mathrm{GI}/\mathrm{G}/1\)-type Markov chain(Locally) subexponentialMarkov additive process (MAdP)

Mathematics Subject Classification ID

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

Related Items (8)

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 new matrix-infinite-product-form solution for upper block-Hessenberg Markov chains and its quasi-algorithmic constructibility ⋮ 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 ⋮ Error Bounds for Augmented Truncations of Discrete-Time Block-Monotone Markov Chains under Geometric Drift Conditions ⋮ Subexponential asymptotics of asymptotically block-Toeplitz and upper block-Hessenberg Markov chains

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