A heavy-traffic-limit formula for the moments of the stationary distribution in GI/G/1-type Markov chains |
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| Affiliation: | 1. Department of Information and Communications Technology, Graduate School of Engineering, Osaka University, Osaka 565-0871, Japan;2. Graduate School of Management, Tokyo Metropolitan University, Tokyo 192-0364, Japan |
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| Abstract: | This paper studies the heavy-traffic limit of the moments of the stationary distribution in GI/G/1-type Markov chains. For these Markov chains, several researchers have derived heavy-traffic-limit formulas for the stationary distribution itself. However, for its moments, no such formulas have been reported in the literature. This paper presents a heavy-traffic-limit formula for the moments of the stationary distribution and a sufficient condition for the formula to hold, by using a characteristic function approach. |
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| Keywords: | Queueing Heavy-traffic limit GI/G/1-type Markov chain Characteristic function |
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