Publication:5168851
From MaRDI portal
DOI10.1214/12-SSY069zbMath1296.60249MaRDI QIDQ5168851
Publication date: 21 July 2014
occupation measure; stationary distribution; Wiener-Hopf factorization; light tail; tail asymptotics; Markov-additive processes; multidimensional reflecting process; R-G decomposition
60J05: Discrete-time Markov processes on general state spaces
60K25: Queueing theory (aspects of probability theory)
90B22: Queues and service in operations research
Related Items
Tail Asymptotics of the Stationary Distribution of a Two-Dimensional Reflecting Random Walk with Unbounded Upward Jumps, A unified approach for large queue asymptotics in a heterogeneous multiserver queue, 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, Light tail asymptotics in multidimensional reflecting processes for queueing networks, Asymptotic properties of the occupation measure in a multidimensional skip-free Markov-modulated random walk, A discontinuous Galerkin method for approximating the stationary distribution of stochastic fluid-fluid processes, Tail Asymptotics of the Occupation Measure for a Markov Additive Process with anM/G/1-Type Background Process
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