| Light-tailed asymptotics of stationary probability vectors of markov chains of GI/G/1 type | |
| Li, QL ; Zhao, YQQ | |
| 2010-05-10 ; 2010-05-10 | |
| 关键词 | Markov chain of GI/G/1 type Markov chain of Gl/M/1 type Markov chain of M/G/1 type asymptotic analysis light tail censoring method RG-factorization batch Markov arrival process STRUCTURED TRANSITION MATRICES PH-C QUEUE DISTRIBUTIONS INCREMENTS Statistics & Probability |
| 中文摘要 | In this paper, we consider the asymptotic behavior of stationary probability vectors of Markov chains of GI/G/1 type. The generating function of the stationary probability vector is explicitly expressed by the R-measure. This expression of the generating function is more convenient for the asymptotic analysis than those in the literature. The RG-factorization of both the repeating row and the Wiener-Hopf equations for the boundary row are used to provide necessary spectral properties. The stationary probability vector of a Markov chain of GI/G/1 type is shown to be light tailed if the blocks of the repeating row and the blocks of the boundary row are light tailed. We derive two classes of explicit expression for the asymptotic behavior, the geometric tail, and the semigeometric tail, based on the repeating row, the boundary row, or the minimal positive solution of a crucial equation involved in the generating function, and discuss the singularity classes of the stationary probability vector. |
| 语种 | 英语 ; 英语 |
| 出版者 | APPLIED PROBABILITY TRUST ; SHEFFIELD ; THE UNIVERSITY, SCHOOL MATHEMATICS STATISTICS, SHEFFIELD S3 7RH, ENGLAND |
| 内容类型 | 期刊论文 |
| 源URL | [http://hdl.handle.net/123456789/23644]  |
| 专题 | 清华大学 |
| 推荐引用方式 GB/T 7714 | Li, QL,Zhao, YQQ. Light-tailed asymptotics of stationary probability vectors of markov chains of GI/G/1 type[J],2010, 2010. |
| APA | Li, QL,&Zhao, YQQ.(2010).Light-tailed asymptotics of stationary probability vectors of markov chains of GI/G/1 type.. |
| MLA | Li, QL,et al."Light-tailed asymptotics of stationary probability vectors of markov chains of GI/G/1 type".(2010). |
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