Revisiting the Tail Asymptotics of the Double QBD Process: Refinement and Complete Solutions for the Coordinate and Diagonal Directions

DOI10.1007/978-1-4614-4909-6_8zbMath1280.60044arXiv1201.3167MaRDI QIDQ2841726

Masakiyo Miyazawa, Masahiro Kobayashi

Publication date: 29 July 2013

Published in: Matrix-Analytic Methods in Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1201.3167

zbMATH Keywords

quasi-birth-and-death process; analytic function method; tail asymptotics of stationary distribution; two-dimensional discrete time random walk

Mathematics Subject Classification ID

60K25: Queueing theory (aspects of probability theory)

60J10: Markov chains (discrete-time Markov processes on discrete state spaces)

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