Light-Tailed Asymptotics of Stationary Tail Probability Vectors of Markov Chains of M/G/1 Type

DOI10.1080/15326349.2010.519661zbMath1208.60098arXiv1110.4457OpenAlexW2150265895MaRDI QIDQ3068089

Yutaka Takahashi, Hiroyuki Masuyama, Tatsuaki Kimura, Kentaro Daikoku

Publication date: 13 January 2011

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

Full work available at URL: https://arxiv.org/abs/1110.4457

zbMATH Keywords

generating functiondominant polelight-tailed asymptoticsMarkov chain M/G/1 typestationary tail probability vector

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)

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

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