A note on the subexponential asymptotics of the stationary distribution of M/G/1 type Markov chains

Bara Kim, Jeongsim Kim

    Research output: Contribution to journalArticlepeer-review

    4 Citations (Scopus)

    Abstract

    Masuyama (2011) obtained the subexponential asymptotics of the stationary distribution of an M/G/1 type Markov chain under the assumption related to the periodic structure of G-matrix. In this note, we improve Masuyama's result by showing that the subexponential asymptotics holds without the assumption related to the periodic structure of G-matrix.

    Original languageEnglish
    Pages (from-to)132-134
    Number of pages3
    JournalEuropean Journal of Operational Research
    Volume220
    Issue number1
    DOIs
    Publication statusPublished - 2012 Jul 1

    Bibliographical note

    Funding Information:
    B. Kim’s research was supported by Basic Science Research Program through the National Research Foundation of Korea (NRF) funded by the Ministry of Education, Science and Technology ( 2011-0004133 ). J. Kim’s research was supported by Basic Science Research Program through the National Research Foundation of Korea (NRF) funded by the Ministry of Education, Science and Technology ( 2011-0011887 ).

    Keywords

    • M/G/1 type Markov chain
    • Queueing
    • Stationary distribution
    • Subexponential asymptotics

    ASJC Scopus subject areas

    • General Computer Science
    • Modelling and Simulation
    • Management Science and Operations Research
    • Information Systems and Management

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