Geometric and Subexponential Asymptotics of Markov Chains of M/G/1 Type

DOI10.1287/MOOR.1030.0083MaRDI QIDQ5704191zbMATH OpenOpenAlexFDO

Authors Tetsuya Takine

Publication date 11 November 2005

Published in Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/moor.1030.0083

zbMATH Keywords

steady-state probabilitymatrix product-form solutiongeometric asymptotics

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Queueing theory (aspects of probability theory) (60K25) Markov renewal processes, semi-Markov processes (60K15)

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Cited in

(17)

• Subexponential asymptotics of asymptotically block-Toeplitz and upper block-Hessenberg Markov chains
• Light-tailed asymptotics of stationary tail probability vectors of Markov chains of M/G/1 type
• The asymptotic tails of limit distributions of continuous time Markov chains
• A subgeometric convergence formula for finite-level M/G/1-type Markov chains: via a block-decomposition-friendly solution for the Poisson equation of deviation matrix
• Subexponential asymptotics of the stationary distributions of M/G/1-type Markov chains
• A note on the subexponential asymptotics of the stationary distribution of \(M/G/1\) type Markov chains
• Light-tailed asymptotics of \(\mathrm{GI}/\mathrm{G}/1\)-type Markov chains
• A note on computing the tail decay of M/G/1-type Markov renewal processes
• Subexponential asymptotics of the stationary distributions of \(\mathrm{GI}/\mathrm{G}/1\)-type Markov chains
• Light-tailed asymptotics of stationary probability vectors of Markov chains of GI/G/1 type
• Logarithmic asymptotics for the \(GI /G/1\)-type Markov chains and their applications to the \(BMAP /G/1\) queue with vacations
• Tail probabilities in queueing processes
• Asymptotics of the invariant measure of a generalized Markov branching process
• scientific article; zbMATH DE number 44744 (Why is no real title available?)
• A Markov renewal approach to \(M/G/1\) type queues with countably many background states
• A geometric convergence formula for the level-increment-truncation approximation of \(M/G/1\)-type Markov chains
• A sufficient condition for the subexponential asymptotics of GI/G/\(1\)-type Markov chains with queueing applications

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