Duality results for block-structured transition matrices
From MaRDI portal
Publication:4954237
Cited in
(13)- Infinite block-structured transition matrices and their properties
- Subexponential asymptotics of the stationary distributions of \(\mathrm{GI}/\mathrm{G}/1\)-type Markov chains
- Heavy-traffic asymptotics for stationary GI/G/1-type Markov chains
- Light-tailed asymptotics of stationary probability vectors of Markov chains of GI/G/1 type
- On geometric and algebraic transience for block-structured Markov chains
- Heavy-tailed asymptotics of stationary probability vectors of Markov chains of gi/g/1 type
- The stationary tail asymptotics in the GI/G/1-type queue with countably many background states
- Stochastic monotonicity and comparability of Markov chains with block-monotone transition matrices and their applications to queueing systems
- Reward distributions associated with some block tridiagonal transition matrices with applications to identity by descent
- Markov chain representations of discrete distributions applied to queueing models
- Light-tailed asymptotics of \(\mathrm{GI}/\mathrm{G}/1\)-type Markov chains
- A heavy-traffic-limit formula for the moments of the stationary distribution in GI/G/1-type Markov chains
- BMAP/G/1 queue with correlated arrivals of customers and disasters.
This page was built for publication: Duality results for block-structured transition matrices
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4954237)
