Tail Asymptotics of the Stationary Distribution of a Two-Dimensional Reflecting Random Walk with Unbounded Upward Jumps (Q5169499): Difference between revisions

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scientific article; zbMATH DE number 6316055

Language	Label	Description	Also known as
English	Tail Asymptotics of the Stationary Distribution of a Two-Dimensional Reflecting Random Walk with Unbounded Upward Jumps	scientific article; zbMATH DE number 6316055

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instance of

scholarly article

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title

Tail Asymptotics of the Stationary Distribution of a Two-Dimensional Reflecting Random Walk with Unbounded Upward Jumps (English)

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Advances in Applied Probability

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publication date

10 July 2014

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full work available at URL

https://arxiv.org/abs/1212.0603

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https://projecteuclid.org/euclid.aap/1401369699

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zbMATH Keywords

two-dimensional reflecting random walk

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stationary distribution

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tail asymptotics

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unbounded jumps

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large deviations

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two-node queueing network

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batch arrival

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MaRDI profile type

MaRDI publication profile

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cites work

Symmetric Wiener-Hopf factorisations in Markov additive processes

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Applied Probability and Queues

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Q4497352

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Large deviations for Markov chains in the positive quadrant

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Reflecting Brownian motion in two dimensions: Exact asymptotics for the stationary distribution

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Stationary distribution of a two-dimensional SRBM: geometric views and boundary measures

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Q4765076

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Q4388221

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On random walks arising in queueing systems: Ergodicity and transience via quadratic forms as Lyapounov functions. I

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Q4249023

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Topics in the Constructive Theory of Countable Markov Chains

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Q5624436

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Q3549563

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Two Parallel Queues Created by Arrivals with Two Demands I

0 references

Large deviations of a modified Jackson network: stability and rough asymptotics

0 references

Analysis of generalized processor-sharing systems with two classes of customers and exponential services

0 references

Rare event asymptotics for a random walk in the quarter plane

0 references

Wireless three-hop networks with stealing. II: Exact solutions through boundary value problems

0 references

Revisiting the Tail Asymptotics of the Double QBD Process: Refinement and Complete Solutions for the Coordinate and Diagonal Directions

0 references

Tail Asymptotics of the Occupation Measure for a Markov Additive Process with an<i>M</i>/<i>G</i>/1-Type Background Process

0 references

Lift zonoids, random convex hulls and the variability of random vectors

0 references

Tail asymptotics for a generalized two-demand queueing model -- a kernel method

0 references

Geometric Decay in a QBD Process with Countable Background States with Applications to a Join-the-Shortest-Queue Model

0 references

Tail Decay Rates in Double QBD Processes and Related Reflected Random Walks

0 references

Light tail asymptotics in multidimensional reflecting processes for queueing networks

0 references

A Geometric Product-Form Distribution for a Queueing Network by Non-Standard Batch Arrivals and Batch Transfers

0 references

The stationary tail asymptotics in the GI/G/1-type queue with countably many background states

0 references

Q5168851

0 references

Q2778807

0 references

On the Exponential Decay Rate of the Tail of a Discrete Probability Distribution

0 references

General Irreducible Markov Chains and Non-Negative Operators

0 references

Multivariate Convex Orderings, Dependence, and Stochastic Equality

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Identifiers

zbMATH Open document ID

1316.60066

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DOI

10.1239/aap/1401369699

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5169499

@@ Property / cites work @@
+Symmetric Wiener-Hopf factorisations in Markov additive processes
+Normal rank
@@ Property / cites work @@
+Applied Probability and Queues
@@ Property / cites work: Applied Probability and Queues / rank @@
+Normal rank
@@ Property / cites work @@
+Q4497352
@@ Property / cites work: Q4497352 / rank @@
+Normal rank
@@ Property / cites work @@
+Large deviations for Markov chains in the positive quadrant
+Normal rank
@@ Property / cites work @@
+Reflecting Brownian motion in two dimensions: Exact asymptotics for the stationary distribution
+Normal rank
@@ Property / cites work @@
+Stationary distribution of a two-dimensional SRBM: geometric views and boundary measures
+Normal rank
@@ Property / cites work @@
+Q4765076
@@ Property / cites work: Q4765076 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4388221
@@ Property / cites work: Q4388221 / rank @@
+Normal rank
@@ Property / cites work @@
+On random walks arising in queueing systems: Ergodicity and transience via quadratic forms as Lyapounov functions. I
+Normal rank
@@ Property / cites work @@
+Q4249023
@@ Property / cites work: Q4249023 / rank @@
+Normal rank
@@ Property / cites work @@
+Topics in the Constructive Theory of Countable Markov Chains
+Normal rank
@@ Property / cites work @@
+Q5624436
@@ Property / cites work: Q5624436 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3549563
@@ Property / cites work: Q3549563 / rank @@
+Normal rank
@@ Property / cites work @@
+Two Parallel Queues Created by Arrivals with Two Demands  I
+Normal rank
@@ Property / cites work @@
+Large deviations of a modified Jackson network: stability and rough asymptotics
+Normal rank
@@ Property / cites work @@
+Analysis of generalized processor-sharing systems with two classes of customers and exponential services
+Normal rank
@@ Property / cites work @@
+Rare event asymptotics for a random walk in the quarter plane
+Normal rank
@@ Property / cites work @@
+Wireless three-hop networks with stealing. II: Exact solutions through boundary value problems
+Normal rank
@@ Property / cites work @@
+Revisiting the Tail Asymptotics of the Double QBD Process: Refinement and Complete Solutions for the Coordinate and Diagonal Directions
+Normal rank
@@ Property / cites work @@
+Tail Asymptotics of the Occupation Measure for a Markov Additive Process with an<i>M</i>/<i>G</i>/1-Type Background Process
+Normal rank
@@ Property / cites work @@
+Lift zonoids, random convex hulls and the variability of random vectors
+Normal rank
@@ Property / cites work @@
+Tail asymptotics for a generalized two-demand queueing model -- a kernel method
+Normal rank
@@ Property / cites work @@
+Geometric Decay in a QBD Process with Countable Background States with Applications to a Join-the-Shortest-Queue Model
+Normal rank
@@ Property / cites work @@
+Tail Decay Rates in Double QBD Processes and Related Reflected Random Walks
+Normal rank
@@ Property / cites work @@
+Light tail asymptotics in multidimensional reflecting processes for queueing networks
+Normal rank
@@ Property / cites work @@
+A Geometric Product-Form Distribution for a Queueing Network by Non-Standard Batch Arrivals and Batch Transfers
+Normal rank
@@ Property / cites work @@
+The stationary tail asymptotics in the GI/G/1-type queue with countably many background states
+Normal rank
@@ Property / cites work @@
+Q5168851
@@ Property / cites work: Q5168851 / rank @@
+Normal rank
@@ Property / cites work @@
+Q2778807
@@ Property / cites work: Q2778807 / rank @@
+Normal rank
@@ Property / cites work @@
+On the Exponential Decay Rate of the Tail of a Discrete Probability Distribution
+Normal rank
@@ Property / cites work @@
+General Irreducible Markov Chains and Non-Negative Operators
+Normal rank
@@ Property / cites work @@
+Multivariate Convex Orderings, Dependence, and Stochastic Equality
+Normal rank