Tail asymptotics in any direction of the stationary distribution in a two-dimensional discrete-time QBD process

DOI10.1007/S11134-022-09860-WMaRDI QIDQ2095035zbMATH OpenOpenAlexFDO

Authors Toshihisa Ozawa

Publication date 9 November 2022

Published in Queueing Systems (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2202.10651

zbMATH Keywords

matrix analytic methodstationary distributionMarkov additive processquasi-birth-and-death processasymptotic decay rateMarkov modulated reflecting random walk

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Queueing theory (aspects of probability theory) (60K25)

Abstract: We consider a discrete-time two-dimensional quasi-birth-and-death process (2d-QBD process for short) $$ on $mathbb{Z}_{+}^{2}imes{S}_0$, where $$ is the level state, $J_n$ the phase state (background state) and $S_0$ a finite set, and study asymptotic properties of the stationary tail distribution. The 2d-QBD process is an extension of usual one-dimensional QBD process. By using the matrix analytic method of the queueing theory and the complex analytic method, we obtain the asymptotic decay rate of the stationary tail distribution in any direction. This result is an extension of the corresponding result for a certain two-dimensional reflecting random work without background processes, obtained by using the large deviation techniques. We also present a condition ensuring the sequence of the stationary probabilities geometrically decays without power terms, asymptotically. Asymptotic properties of the stationary tail distribution in the coordinate directions in a 2d-QBD process have already been studied in the literature. The results of this paper are also important complements to those results.

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Cited in

(11)

• Analysis of a two-queue discrete-time model with random alternating service under high occupancy in one queue
• Tail decay rates in double QBD processes and related reflected random walks
• Asymptotics for the stationary distribution in a discrete-time two-dimensional quasi-birth-and-death process
• SUFFICIENT CONDITIONS FOR A GEOMETRIC TAIL IN A QBD PROCESS WITH MANY COUNTABLE LEVELS AND PHASES
• Revisiting the tail asymptotics of the double QBD process: refinement and complete solutions for the coordinate and diagonal directions
• Exact asymptotic formulae of the stationary distribution of a discrete-time two-dimensional QBD process
• Light-Tailed Behavior in QBD Processes with Countably Many Phases
• Tail asymptotics of the stationary distribution of a two-dimensional reflecting random walk with unbounded upward jumps
• Asymptotics for the sojourn time distribution in the queue defined by a general QBD process with a countable phase space
• Asymptotic behavior of the stationary distribution in a finite QBD process with zero mean drift
• Geometric decay in level-expanding QBD models

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