Tail Asymptotics of the Occupation Measure for a Markov Additive Process with anM/G/1-Type Background Process

DOI10.1080/15326349.2010.498319zbMath1221.60132OpenAlexW2008548329MaRDI QIDQ3161160

Yiqiang Q. Zhao, Masakiyo Miyazawa, Masahiro Kobayashi

Publication date: 12 October 2010

Published in: Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326349.2010.498319

zbMATH Keywords

occupation measuretail asymptoticsMarkov additive processqueuing networkexactly geometric asymptoticsinfinitely many background statesM/G/1 type process

Mathematics Subject Classification ID

Stochastic network models in operations research (90B15) Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Markov renewal processes, semi-Markov processes (60K15)

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• Large deviations for Markov chains in the positive quadrant
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