Subexponential asymptotics of the stationary distributions of M/G/1-type Markov chains |
| |
Authors: | Hiroyuki Masuyama |
| |
Institution: | Department of Systems Science, Graduate School of Informatics, Kyoto University, Kyoto 606-8501, Japan |
| |
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. |
| |
Keywords: | Queueing Subexponential asymptotics M/G/1-type Markov chain Periodicity G-matrix BMAP |
本文献已被 ScienceDirect 等数据库收录! |
|