Heavy-tailed asymptotics of stationary probability vectors of Markov chains of gi/g/1 type
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Cites work
- β-Invariant Measures for Transition Matrices of GI/M/1 Type
- A note on Veraverbeke's theorem
- A property of longtailed distributions
- A storage model with self-similar input
- Appendix: A primer on heavy-tailed distributions
- Asymptotics for the maximum of a modulated random walk with heavy-tailed increments
- Censoring, factorizations, and spectral analysis for transition matrices with block-repeating entries
- Convolution tails, product tails and domains of attraction
- Duality results for block-structured transition matrices
- Equilibrium distribution of block-structured Markov chains with repeating rows
- Functions of probability measures
- Heavy tail modeling and teletraffic data. (With discussions and rejoinder)
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- Large claims approximations for risk processes in a Markovian environment
- Large-Deviation Probabilities for One-Dimensional Markov ChainsPart 1: Stationary Distributions
- Light-tailed asymptotics of stationary probability vectors of Markov chains of GI/G/1 type
- On convolution tails
- On the asymptotic behaviour of the distributions of the busy period and service time in M/G/1
- Performance Decay in a Single Server Exponential Queueing Model with Long Range Dependence
- Regularly varying functions
- Sampling at subexponential times, with queueing applications
- Subexponential asymptotics for stochastic processes: Extremal behavior, stationary distributions and first passage probabilities
- Subexponential asymptotics of a Markov-modulated random walk with queueing applications
- Subexponential distributions and characterizations of related classes
- Subexponential distributions and dominated-variation tails
- Subexponential distributions and integrated tails
- Subexponentiality and infinite divisibility
- Tail asymptotics for M/G/1 type queueing processes with subexponential increments
- Tail asymptotics for the busy period in the \(GI/G/1\) queue.
- Tail probabilities for non-standard risk and queueing processes with subexponential jumps
- The class of subexponential distributions
- The impact of a heavy-tailed service-time distribution upon the \(\text{M}/\text{GI}/s\) waiting-time distribution
Cited in
(20)- Several types of convergence rates of the \(M/G/1\) queueing system
- Subexponential asymptotics of asymptotically block-Toeplitz and upper block-Hessenberg Markov chains
- Deviation matrix and asymptotic variance for \(\mathrm{GI}/\mathrm{M}/1\)-type Markov chains
- Subexponential asymptotics of the stationary distributions of M/G/1-type Markov chains
- Light-tailed asymptotics of \(\mathrm{GI}/\mathrm{G}/1\)-type Markov chains
- Continuous-time QBD processes with continuous phase variable
- Tail asymptotics for the queue length in an M/G/1 retrial queue
- A heavy-traffic-limit formula for the moments of the stationary distribution in GI/G/1-type Markov chains
- Subexponential asymptotics of the stationary distributions of \(\mathrm{GI}/\mathrm{G}/1\)-type Markov chains
- Tail asymptotics for cumulative processes sampled at heavy-tailed random times with applications to queueing models in Markovian environments
- Asymptotics of the invariant measure of a generalized Markov branching process
- Light-tailed asymptotics of stationary tail probability vectors of Markov chains of M/G/1 type
- Error bounds for augmented truncations of discrete-time block-monotone Markov chains under subgeometric drift conditions
- Stationary M/G/1 excursions in the presence of heavy tails
- Heavy-traffic asymptotics for stationary GI/G/1-type Markov chains
- A sufficient condition for the subexponential asymptotics of GI/G/1-type Markov chains with queueing applications
- Tail probabilities in queueing processes
- Light-tailed asymptotics of stationary probability vectors of Markov chains of GI/G/1 type
- Decay rates for quasi-birth-and-death processes with countably many phases and tridiagonal block generators
- Logarithmic asymptotics for the \(GI /G/1\)-type Markov chains and their applications to the \(BMAP /G/1\) queue with vacations
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