Analysis of exact tail asymptotics for singular random walks in the quarter plane

DOI10.1007/S11134-012-9321-YzbMATH Open1273.60054OpenAlexW2165135628MaRDI QIDQ2375752FDOQ2375752

Authors Hui Li, Javad Tavakoli, Yiqiang Q. Zhao 

Publication date 14 June 2013

Published in Queueing Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11134-012-9321-y

zbMATH Keywords

asymptotic analysisgenerating functionskernel methodexact tail asymptoticsstationary probabilitiesdominant singularitysingular random walks in the quarter plane

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Queueing theory (aspects of probability theory) (60K25) Sums of independent random variables; random walks (60G50)

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Cites work

• scientific article; zbMATH DE number 1300856 (Why is no real title available?)
• Asymptotic Methods in Enumeration
• Asymptotics for M/G/1 low-priority waiting-time tail probabilities
• Exact tail asymptotics in a priority queue -- characterizations of the preemptive model
• Light tail asymptotics in multidimensional reflecting processes for queueing networks
• Light-Tailed Behavior in QBD Processes with Countably Many Phases
• Singularity Analysis of Generating Functions
• Tail asymptotics for a generalized two-demand queueing model -- a kernel method
• Tail asymptotics of the stationary distribution of a two-dimensional reflecting random walk with unbounded upward jumps
• Tail decay rates in double QBD processes and related reflected random walks

Cited in

(13)

• The kernel method tail asymptotics analytic approach for stationary probabilities of two-dimensional queueing systems
• Light-tailed behavior of stationary distribution for state-dependent random walks on a strip
• Exact tail asymptotics for a two-stage queue: complete solution
• Stationary analysis of certain Markov-modulated reflected random walks in the quarter plane
• Exact tail asymptotics for a discrete-time preemptive priority queue
• Wireless 3-hop Networks with Stealing Revisited: A Kernel Approach
• Harmonic functions for singular quadrant walks
• Exact tail asymptotics for fluid models driven by an \textit{M/M/c} queue
• Tail asymptotics for service systems with transfers of customers in an alternating environment
• The tail behavior of a longest-queue-served-first queueing system: a random walk in the half plane
• Rare event asymptotics for a random walk in the quarter plane
• Exact tail asymptotics: revisit of a retrial queue with two input streams and two orbits
• About a possible analytic approach for walks in the quarter plane with arbitrary big jumps

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