Heavy-tailed asymptotics of stationary probability vectors of Markov chains of gi/g/1 type

DOI10.1239/aap/1118858635zbMath1076.60081OpenAlexW4248125283MaRDI QIDQ5694154

Yiqiang Q. Zhao, Quan-Lin Li

Publication date: 29 September 2005

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/aap/1118858635

zbMATH Keywords

heavy tailsubexponentiality

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Markov renewal processes, semi-Markov processes (60K15)

Related Items (15)

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 ⋮ Several types of convergence rates of the \(M/G/1\) queueing system ⋮ Unnamed Item ⋮ Asymptotics of the Invariant Measure of a Generalized Markov Branching Process ⋮ Continuous-time QBD processes with continuous phase variable ⋮ A sufficient condition for the subexponential asymptotics of GI/G/\(1\)-type Markov chains with queueing applications ⋮ TAIL PROBABILITIES IN QUEUEING PROCESSES ⋮ Tail asymptotics for the queue length in an M/G/1 retrial queue ⋮ Subexponential asymptotics of the stationary distributions of M/G/1-type Markov chains ⋮ Light-Tailed Asymptotics of Stationary Tail Probability Vectors of Markov Chains of M/G/1 Type ⋮ Light-tailed asymptotics of stationary probability vectors of Markov chains of GI/G/1 type ⋮ Decay rates for quasi-birth-and-death processes with countably many phases and tridiagonal block generators ⋮ 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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