Subexponential asymptotics of the stationary distributions of M/G/1-type Markov chains

DOI10.1016/J.EJOR.2011.03.038zbMATH Open1218.90061OpenAlexW2144549964MaRDI QIDQ2275804FDOQ2275804

Authors: Hiroyuki Masuyama 

Publication date: 10 August 2011

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2011.03.038

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• Geometric and Subexponential Asymptotics of Markov Chains of M/G/1 Type
• Subexponential asymptotics for stochastic processes: Extremal behavior, stationary distributions and first passage probabilities
• A sufficient condition for the subexponential asymptotics of GI/G/\(1\)-type Markov chains with queueing applications
• Corrigendum
• Asymptotic behaviour of stationary distributions for countable Markov chains, with some applications

zbMATH Keywords

queueingperiodicitysubexponential asymptoticsM/G/1-type Markov chainBMAP\(G\)-matrix

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Queues and service in operations research (90B22) Queueing theory (aspects of probability theory) (60K25)

Cites Work

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• Applied Probability and Queues
• Non-negative matrices and Markov chains.
• Distributions that are both subexponential and in the domain of attraction of an extreme-value distribution
• A stable recursion for the steady state vector in markov chains of m/g/1 type
• Subexponential distributions and integrated tails
• Asymptotics for steady-state tail probabilities in structured markov queueing models
• Title not available (Why is that?)
• The stationary tail asymptotics in the GI/G/1-type queue with countably many background states
• Geometric Decay in a QBD Process with Countable Background States with Applications to a Join-the-Shortest-Queue Model
• A Markov renewal approach to \(M/G/1\) type queues with countably many background states
• Title not available (Why is that?)
• Asymptotics for sums of random variables with local subexponential behaviour
• Subexponential asymptotics of a Markov-modulated random walk with queueing applications
• Censoring, factorizations, and spectral analysis for transition matrices with block-repeating entries
• Light-tailed asymptotics of stationary probability vectors of Markov chains of GI/G/1 type
• Heavy-tailed asymptotics of stationary probability vectors of Markov chains of gi/g/1 type
• Tail asymptotics for M/G/1 type queueing processes with subexponential increments
• Appendix: A primer on heavy-tailed distributions
• Light-tailed asymptotics of stationary tail probability vectors of Markov chains of M/G/1 type
• Subexponential asymptotics of the BMAP/GI/1 queue
• A new recursion for the queue length distribution in the stationary BMAP/G/1 queue
• Geometric and Subexponential Asymptotics of Markov Chains of M/G/1 Type
• On the asymptotic behaviour of the stationary distribution of markov chains of M/G/1-type
• On ramaswami's algorithm for the computation of the steady state vector in markov chains ofM/G/1-Type
• Tail asymptotics for M/G/1-type queueing processes with light-tailed increments

Cited In (13)

• Error bounds for augmented truncations of discrete-time block-monotone Markov chains under subgeometric drift conditions
• Subexponential asymptotics of the stationary distributions of \(\mathrm{GI}/\mathrm{G}/1\)-type Markov chains
• A note on the subexponential asymptotics of the stationary distribution of \(M/G/1\) type Markov chains
• A PH/PH\((n)/C/C\) state-dependent queuing model for metro station corridor width design
• Logarithmic asymptotics for the \(GI /G/1\)-type Markov chains and their applications to the \(BMAP /G/1\) queue with vacations
• Characterisation of the output process of a discrete-time \(GI/D/1\) queue, and its application to network performance
• A geometric convergence formula for the level-increment-truncation approximation of \(M/G/1\)-type Markov chains
• Heavy-tailed asymptotics of stationary probability vectors of Markov chains of gi/g/1 type
• Light-tailed asymptotics of \(\mathrm{GI}/\mathrm{G}/1\)-type Markov chains
• A sufficient condition for the subexponential asymptotics of GI/G/\(1\)-type Markov chains with queueing applications
• Geometric and Subexponential Asymptotics of Markov Chains of M/G/1 Type
• Subexponential asymptotics of asymptotically block-Toeplitz and upper block-Hessenberg Markov chains
• Circulation network design for urban rail transit station using a PH(\(n\))/PH(\(n\))/\(C\)/\(C\) queuing network model

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