Paper Info
Title
Subexponential asymptotics of the stationary distributions of M/G/1-type Markov chains.
Abstract
This paper studies the subexponential asymptotics of the stationary distribution of an M/G/1-type Markov chain. We provide a sufficient condition for the subexponentiality of the stationary distribution. The sufficient condition requires only the subexponential integrated tail of level increments. On the other hand, the previous studies assume the subexponentiality of level increments themselves and/or the aperiodicity of the G-matrix. Therefore, our sufficient condition is weaker than the existing ones. We also mention some errors in the literature. (C) 2011 Elsevier B.V. All rights reserved.
Year
DOI
Venue
2011
10.1016/j.ejor.2011.03.038
European Journal of Operational Research
Keywords
Field
DocType
Queueing,Subexponential asymptotics,M/G/1-type Markov chain,Periodicity,G-matrix,BMAP
Discrete mathematics,Queue,M/G/1 queue,Markov chain,Queueing theory,Stationary distribution,Asymptotic analysis,Mathematics
Journal
Volume
Issue
ISSN
213
3
0377-2217
Citations 
PageRank 
References 
5
0.64
6
Authors
1
Name
Order
Citations
PageRank
Hiroyuki Masuyama18611.53