A Note on Computing the Tail Decay of M/G/1-Type Markov Renewal Processes

DOI10.1080/15326340903088750zbMath1181.60131OpenAlexW2076714765MaRDI QIDQ3653122

Beatrice Meini, Dario Andrea Bini, Vaidyanathan Ramaswami

Publication date: 18 December 2009

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

Full work available at URL: http://www.tandfonline.com/doi/abs/10.1080/15326340903088750

zbMATH Keywords

renewal processnumerical algorithmsM/G/1-type Markov chaintail decay

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Continuous-time Markov processes on general state spaces (60J25) Numerical analysis or methods applied to Markov chains (65C40) Markov renewal processes, semi-Markov processes (60K15)

Cites Work

• Moment formulas for the Markov renewal branching process
• Matrix-geometric invariant measures for G/M/l type Markov chains
• β-Invariant Measures for Transition Matrices of GI/M/1 Type
• Quasi-Stationary Distributions of Single-Server Phase-Type Queues

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