A superharmonic vector for a nonnegative matrix with QBD block structure and its application to a Markov-modulated two-dimensional reflecting process

DOI10.1007/S11134-015-9454-XzbMath1334.60200arXiv1501.03913OpenAlexW942082818MaRDI QIDQ499350

Masakiyo Miyazawa

Publication date: 30 September 2015

Published in: Queueing Systems (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1501.03913

zbMATH Keywords

large deviationsstationary distributionqueueing networksgeneralized Jackson networkMarkov-modulated random walkQBD structured matrixsubinvariant vector

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Large deviations (60F10) Processes in random environments (60K37) Continuous-time Markov processes on discrete state spaces (60J27) Applications of continuous-time Markov processes on discrete state spaces (60J28)

Related Items (8)

Exact tail asymptotics: revisit of a retrial queue with two input streams and two orbits ⋮ Martingale approach for tail asymptotic problems in the generalized Jackson network ⋮ Asymptotic properties of the occupation measure in a multidimensional skip-free Markov-modulated random walk ⋮ Exact asymptotic formulae of the stationary distribution of a discrete-time two-dimensional QBD process ⋮ A unified approach for large queue asymptotics in a heterogeneous multiserver queue ⋮ Markov modulated fluid network process: Tail asymptotics of the stationary distribution ⋮ WCFS: a new framework for analyzing multiserver systems ⋮ Tail asymptotics in any direction of the stationary distribution in a two-dimensional discrete-time QBD process

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