A geometric convergence formula for the level-increment-truncation approximation of \(M/G/1\)-type Markov chains
Publication:6106554
DOI10.1016/j.orl.2023.04.005zbMath1525.60093arXiv2209.00310OpenAlexW4375860130MaRDI QIDQ6106554
Hiroyuki Masuyama, Unnamed Author
Publication date: 3 July 2023
Published in: Operations Research Letters (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2209.00310
light-tailed\(M/G/1\)-type Markov chainRamaswami's recursionlevel-increment (Li) truncation approximationlevel-wise difference
Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)
Cites Work
- Unnamed Item
- Unnamed Item
- Continuous-time block-monotone Markov chains and their block-augmented truncations
- Subexponential asymptotics of the stationary distributions of M/G/1-type Markov chains
- Error bounds for augmented truncation approximations of continuous-time Markov chains
- Fundamentals of Matrix-Analytic Methods
- Subexponential Asymptotics of the Stationary Distributions of GI/G/1-Type Markov Chains
- Light-Tailed Asymptotics of Stationary Tail Probability Vectors of Markov Chains of M/G/1 Type
- Error Bounds for Augmented Truncations of Discrete-Time Block-Monotone Markov Chains under Subgeometric Drift Conditions
- New results on the single server queue with a batch markovian arrival process
- On ramaswami's algorithm for the computation of the steady state vector in markov chains ofM/G/1-Type
- A stable recursion for the steady state vector in markov chains of m/g/1 type
- Infinite block-structured transition matrices and their properties
- Introduction to Matrix Analytic Methods in Stochastic Modeling
- ERROR BOUNDS FOR LAST-COLUMN-BLOCK-AUGMENTED TRUNCATIONS OF BLOCK-STRUCTURED MARKOV CHAINS
- Applied Probability and Queues
- An Introduction to Heavy-Tailed and Subexponential Distributions
- Error Bounds for Augmented Truncations of Discrete-Time Block-Monotone Markov Chains under Geometric Drift Conditions
- Level-wise Subgeometric Convergence of the Level-increment Truncation Approximation of M/G/1-type Markov Chains
This page was built for publication: A geometric convergence formula for the level-increment-truncation approximation of \(M/G/1\)-type Markov chains