scientific article; zbMATH DE number 6914918

zbMath1393.60076MaRDI QIDQ4578301

J. E. Glynn, Sanatan Rai, Peter W. Glynn

Publication date: 8 August 2018

Full work available at URL: http://www.math.uni.wroc.pl/~pms/publicationsArticle.php?nr=37.2&nrA=8&ppB=337&ppE=353

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Markov chainsLyapunov functionspositive recurrencestorage theory

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

Related Items (1)

Recurrence properties of autoregressive processes with super-heavy-tailed innovations

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Markov chains and stochastic stability
• Finiteness of waiting-time moments in general stationary single-server queues
• Light traffic approximations in general stationary single-server queues
• A diffusion approximation for a network of reservoirs with power law release rule
• A technique for exponential change of measure for Markov processes
• Quasi-Stationary Workload in a Lévy-Driven Storage System
• On the Characteristics of the General Queueing Process, with Applications to Random Walk
• Mixing properties of harris chains and autoregressive processes
• Storage processes with general release rule and additive inputs
• The Recurrence Classification of Risk and Storage Processes
• Recurrence properties of autoregressive processes with super-heavy-tailed innovations
• A discrete-time storage process with a general release rule
• A note on speed of convergence to the quasi-stationary distribution
• On the exact asymptotics of the busy period in GI/G/1 queues

This page was built for publication: