Exact asymptotic formulae of the stationary distribution of a discrete-time two-dimensional QBD process

DOI10.1007/s11134-018-9586-xzbMath1418.60108arXiv1707.05475OpenAlexW2962972691WikidataQ129511221 ScholiaQ129511221MaRDI QIDQ2315073

Masahiro Kobayashi, Toshihisa Ozawa

Publication date: 31 July 2019

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

Full work available at URL: https://arxiv.org/abs/1707.05475

zbMATH Keywords

stationary distributionmatrix analytic methodasymptotic propertyquasi-birth-and-death processtwo-dimensional reflecting random walk

Mathematics Subject Classification ID

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

Related Items

The kernel method tail asymptotics analytic approach for stationary probabilities of two-dimensional queueing systems ⋮ Solving Quadratic Matrix Equations Arising in Random Walks in the Quarter Plane ⋮ A Computational Framework for Two-Dimensional Random Walks With Restarts ⋮ Asymptotic properties of the occupation measure in a multidimensional skip-free Markov-modulated random walk ⋮ Exact asymptotic formulae of the stationary distribution of a discrete-time two-dimensional QBD process ⋮ Markov modulated fluid network process: Tail asymptotics of the stationary distribution ⋮ Tail asymptotics in any direction of the stationary distribution in a two-dimensional discrete-time QBD process ⋮ Stationary Distribution of Discrete-Time Finite-Capacity Queue with Re-sequencing ⋮ Stationary analysis of certain Markov-modulated reflected random walks in the quarter plane

Cites Work

• Unnamed Item
• Unnamed Item
• A superharmonic vector for a nonnegative matrix with QBD block structure and its application to a Markov-modulated two-dimensional reflecting process
• Bridges and networks: exact asymptotics
• Light tail asymptotics in multidimensional reflecting processes for queueing networks
• Asymptotics for the stationary distribution in a discrete-time two-dimensional quasi-birth-and-death process
• Exact asymptotic formulae of the stationary distribution of a discrete-time two-dimensional QBD process
• Non-negative matrices and Markov chains.
• Revisiting the Tail Asymptotics of the Double QBD Process: Refinement and Complete Solutions for the Coordinate and Diagonal Directions
• Tail Decay Rates in Double QBD Processes and Related Reflected Random Walks
• A CONVEXITY PROPERTY OF POSITIVE MATRICES
• Topics in the Constructive Theory of Countable Markov Chains
• Operator-geometric stationary distributions for markov chains, with application to queueing models
• Introduction to Matrix Analytic Methods in Stochastic Modeling
• The stationary tail asymptotics in the GI/G/1-type queue with countably many background states
• β-Invariant Measures for Transition Matrices of GI/M/1 Type
• Spectral analysis of M/G/1 and G/M/1 type Markov chains
• Matrix Polynomials