A heavy-traffic-limit formula for the moments of the stationary distribution in GI/G/1-type Markov chains

DOI10.1016/J.ORL.2021.10.003MaRDI QIDQ2670445zbMATH OpenOpenAlexFDO

Authors Tatsuaki Kimura, Hiroyuki Masuyama

Publication date 11 March 2022

Published in Operations Research Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.orl.2021.10.003

zbMATH Keywords

characteristic functionGI/G/1-type Markov chainheavy-traffic limitqueueing

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX)

Recommendations

• Heavy-traffic asymptotics for stationary GI/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
• Heavy traffic analysis of \(\text{M/G/}1\) type queueing systems with Markov-modulated arrivals
• The heavy traffic limit of a class of Markovian queueing models

Cites work

• A stable recursion for the steady state vector in markov chains of m/g/1 type
• Applied Probability and Queues
• Censoring, factorizations, and spectral analysis for transition matrices with block-repeating entries
• Corrigendum to: ``Heavy-traffic asymptotics for stationary \(\mathrm{GI}/\mathrm{G}/1\)-type Markov chains
• Duality results for block-structured transition matrices
• Heavy traffic analysis of a random walk on a lattice semi-strip
• Heavy-traffic asymptotics for stationary GI/G/1-type Markov chains
• Light-tailed asymptotics of \(\mathrm{GI}/\mathrm{G}/1\)-type Markov chains
• Light-tailed asymptotics of stationary probability vectors of Markov chains of GI/G/1 type
• The heavy traffic limit of a class of Markovian queueing models

Cited in

(3)

• Heavy-traffic asymptotics for stationary GI/G/1-type Markov chains
• Heavy-tailed asymptotics of stationary probability vectors of Markov chains of gi/g/1 type
• Correct approximation of stationary distributions

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