Asymptotics for the stationary distribution in a discrete-time two-dimensional quasi-birth-and-death process (Q1955515)

The paper considers a discrete-time two-dimensional process \(\{ (L_n^{(1)},L_n^{(2)})\} \) on \(\mathbb{Z}_+ ^2\) with a supplemental (background) process \(\{ {J_n}\} \) on a finite set. Individual processes \(\{ L_n^{(1)}\} \) and \(\{ L_n^{(2)}\} \) are skip free, which means that their increments take values in \(\{-1, 0, 1\}\). It is assumed that the joint process \(\{ (L_n^{(1)},L_n^{(2)},{J_n})\} \) is Markovian and that the transition probabilities of the two-dimensional process \(\{ (L_n^{(1)},L_n^{(2)})\} \) are modulated depending on the state of the background process. This modulation is space homogeneous, but the transition probabilities in the inside of \(\mathbb{Z}_ + ^2\) and those around the boundary faces may be different. This model is called a discrete-time two-dimensional quasi-birth-and-death (2D-QBD) process. In Section 2, 2D-QBD processes are described in detail and the decay rates of the stationary distribution in the coordinate directions are defined. In the same section, 2D-QBD processes are represented as a quasi-birth-and-death process with a countable state space in two ways. In Section 3, the convergence parameters of the rate matrices of QBD processes with a countable state space are obtained, and vector-matrix representations for \(\beta \)-invariant measures of rate matrices are given. Functions to characterize the decay rates are also defined in the same section. In Section 4, the decay rates of the stationary distribution of a 2D-QBD process are characterized. Section 5 contains some numerical examples. In Section 6, some problems remaining unsolved are mentioned.