Exact asymptotic formulae of the stationary distribution of a discrete-time two-dimensional QBD process
Publication:2315073
DOI10.1007/S11134-018-9586-XzbMath1418.60108arXiv1707.05475OpenAlexW2962972691WikidataQ129511221 ScholiaQ129511221MaRDI QIDQ2315073
Masahiro Kobayashi, Toshihisa Ozawa
Publication date: 31 July 2019
Published in: Queueing Systems (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1707.05475
stationary distributionmatrix analytic methodasymptotic propertyquasi-birth-and-death processtwo-dimensional reflecting random walk
Queueing theory (aspects of probability theory) (60K25) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)
Related Items (10)
Cites Work
- Unnamed Item
- Unnamed Item
- A superharmonic vector for a nonnegative matrix with QBD block structure and its application to a Markov-modulated two-dimensional reflecting process
- Bridges and networks: exact asymptotics
- Light tail asymptotics in multidimensional reflecting processes for queueing networks
- Asymptotics for the stationary distribution in a discrete-time two-dimensional quasi-birth-and-death process
- Exact asymptotic formulae of the stationary distribution of a discrete-time two-dimensional QBD process
- Non-negative matrices and Markov chains.
- Revisiting the Tail Asymptotics of the Double QBD Process: Refinement and Complete Solutions for the Coordinate and Diagonal Directions
- Tail Decay Rates in Double QBD Processes and Related Reflected Random Walks
- A CONVEXITY PROPERTY OF POSITIVE MATRICES
- Topics in the Constructive Theory of Countable Markov Chains
- Operator-geometric stationary distributions for markov chains, with application to queueing models
- Introduction to Matrix Analytic Methods in Stochastic Modeling
- The stationary tail asymptotics in the GI/G/1-type queue with countably many background states
- β-Invariant Measures for Transition Matrices of GI/M/1 Type
- Spectral analysis of M/G/1 and G/M/1 type Markov chains
- Matrix Polynomials
This page was built for publication: Exact asymptotic formulae of the stationary distribution of a discrete-time two-dimensional QBD process