Light-tailed asymptotics of \(\mathrm{GI}/\mathrm{G}/1\)-type Markov chains
From MaRDI portal
Publication:2411184
DOI10.3934/JIMO.2017033zbMath1374.60182OpenAlexW2607031105MaRDI QIDQ2411184
Yutaka Takahashi, Tatsuaki Kimura, Hiroyuki Masuyama
Publication date: 20 October 2017
Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/jimo.2017033
tail asymptoticssubexponential\(\mathrm{GI}/\mathrm{G}/1\)-type Markov chainlight-tailedsemi-Markovian queues
Queueing theory (aspects of probability theory) (60K25) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)
Related Items (2)
A heavy-traffic-limit formula for the moments of the stationary distribution in GI/G/1-type Markov chains ⋮ A new matrix-infinite-product-form solution for upper block-Hessenberg Markov chains and its quasi-algorithmic constructibility
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A sufficient condition for the subexponential asymptotics of GI/G/\(1\)-type Markov chains with queueing applications
- A Markov renewal approach to \(M/G/1\) type queues with countably many background states
- Large claims approximations for risk processes in a Markovian environment
- Censoring, factorizations, and spectral analysis for transition matrices with block-repeating entries
- A note on the subexponential asymptotics of the stationary distribution of \(M/G/1\) type Markov chains
- Asymptotics for the stationary distribution in a discrete-time two-dimensional quasi-birth-and-death process
- Tail asymptotics for M/G/1 type queueing processes with subexponential increments
- Subexponential asymptotics of the stationary distributions of M/G/1-type Markov chains
- Non-negative matrices and Markov chains.
- Subexponential Asymptotics of the Stationary Distributions of GI/G/1-Type Markov Chains
- TAIL ASYMPTOTICS FOR CUMULATIVE PROCESSES SAMPLED AT HEAVY-TAILED RANDOM TIMES WITH APPLICATIONS TO QUEUEING MODELS IN MARKOVIAN ENVIRONMENTS
- Light-Tailed Asymptotics of Stationary Tail Probability Vectors of Markov Chains of M/G/1 Type
- An Introduction to Heavy-Tailed and Subexponential Distributions
- Derivatives of Eigenvalues and Eigenvectors of Matrix Functions
- Tail Decay Rates in Double QBD Processes and Related Reflected Random Walks
- Equilibrium distribution of block-structured Markov chains with repeating rows
- A CONVEXITY PROPERTY OF POSITIVE MATRICES
- SUBEXPONENTIAL ASYMPTOTICS OF THE BMAP/GI/1 QUEUE
- Subexponential distributions and integrated tails
- Infinite block-structured transition matrices and their properties
- Subexponential asymptotics of a Markov-modulated random walk with queueing applications
- Introduction to Matrix Analytic Methods in Stochastic Modeling
- On the asymptotic behaviour of the stationary distribution of markov chains of M/G/1-type
- Asymptotics for steady-state tail probabilities in structured markov queueing models
- Matrix-geometric invariant measures for G/M/l type Markov chains
- The stationary tail asymptotics in the GI/G/1-type queue with countably many background states
- Applied Probability and Queues
- Duality results for block-structured transition matrices
- Geometric Decay in a QBD Process with Countable Background States with Applications to a Join-the-Shortest-Queue Model
- Light-tailed asymptotics of stationary probability vectors of Markov chains of GI/G/1 type
- Heavy-tailed asymptotics of stationary probability vectors of Markov chains of gi/g/1 type
- Geometric and Subexponential Asymptotics of Markov Chains of M/G/1 Type
- Corrigendum
- Tail asymptotics for M/G/1-type queueing processes with light-tailed increments
This page was built for publication: Light-tailed asymptotics of \(\mathrm{GI}/\mathrm{G}/1\)-type Markov chains
