scientific article; zbMATH DE number 6318801

DOI10.1214/12-SSY069zbMath1296.60249MaRDI QIDQ5168851

Masakiyo Miyazawa, Bert Zwart

Publication date: 21 July 2014

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

occupation measurestationary distributionWiener-Hopf factorizationlight tailtail asymptoticsMarkov-additive processesmultidimensional reflecting processR-G decomposition

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22)

Related Items

Tail Asymptotics of the Occupation Measure for a Markov Additive Process with anM/G/1-Type Background Process, Light tail asymptotics in multidimensional reflecting processes for queueing networks, A discontinuous Galerkin method for approximating the stationary distribution of stochastic fluid-fluid processes, Product-form characterization for a two-dimensional reflecting random walk, A superharmonic vector for a nonnegative matrix with QBD block structure and its application to a Markov-modulated two-dimensional reflecting process, Tail Asymptotics of the Stationary Distribution of a Two-Dimensional Reflecting Random Walk with Unbounded Upward Jumps, Asymptotic properties of the occupation measure in a multidimensional skip-free Markov-modulated random walk, A unified approach for large queue asymptotics in a heterogeneous multiserver queue

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Markov additive processes. I: Eigenvalue properties and limit theorems
• Markov additive processes. II: Large deviations
• A Markov renewal approach to \(M/G/1\) type queues with countably many background states
• Hitting probabilities and large deviations
• Large deviation bounds for single class queueing networks and their calculation
• On the Markov renewal theorem
• Censoring, factorizations, and spectral analysis for transition matrices with block-repeating entries
• Join the shortest queue: Stability and exact asymptotics
• Light tail asymptotics in multidimensional reflecting processes for queueing networks
• Tail asymptotics for a Lévy-driven tandem queue with an intermediate input
• Tail Decay Rates in Double QBD Processes and Related Reflected Random Walks
• Equilibrium distribution of block-structured Markov chains with repeating rows
• General Irreducible Markov Chains and Non-Negative Operators
• Tail behavior of the queue size and waiting time in a queue with discrete autoregressive arrivals
• On the symmetric wiener-hopf factorization for markov additive processes
• Operator-geometric stationary distributions for markov chains, with application to queueing models
• Logarithmic asymptotics for steady-state tail probabilities in a single-server queue
• The stationary tail asymptotics in the GI/G/1-type queue with countably many background states
• Applied Probability and Queues
• Large deviations for Markov chains in the positive quadrant
• Topics in the Constructive Theory of Countable Markov Chains
• Reflecting Brownian motion in two dimensions: Exact asymptotics for the stationary distribution
• Tail Asymptotics of the Stationary Distribution of a Two-Dimensional Reflecting Random Walk with Unbounded Upward Jumps
• [https://portal.mardi4nfdi.de/wiki/Publication:5571418 Wiener-Hopf-Faktorisierung f�r substochastische �bergangsfunktionen in angeordneten R�umen]
• Convex Analysis
• Symmetric Wiener-Hopf factorisations in Markov additive processes