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

DOI10.1007/S11134-022-09860-WzbMATH Open1501.60037arXiv2202.10651OpenAlexW4293734071MaRDI QIDQ2095035FDOQ2095035

Toshihisa Ozawa

Publication date: 9 November 2022

Published in: Queueing Systems (Search for Journal in Brave)

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.

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

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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)

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Cited In (3)

• Light-Tailed Behavior in QBD Processes with Countably Many Phases
• Analysis of a two-queue discrete-time model with random alternating service under high occupancy in one queue
• SUFFICIENT CONDITIONS FOR A GEOMETRIC TAIL IN A QBD PROCESS WITH MANY COUNTABLE LEVELS AND PHASES

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