[PDF][PDF] Markovian arrivals in stochastic modelling: a survey and some new results (invited article with discussion: Rafael Pérez-Ocón, Miklos Telek and Yiqiang Q. Zhao …

JR Artalejo, A Gómez-Corral - SORT-Statistics and Operations Research …, 2010 - raco.cat
This paper aims to provide a comprehensive review on Markovian arrival processes (MAPs),
which constitute a rich class of point processes used extensively in stochastic modelling. Our …

[图书][B] Queueing theory for telecommunications: discrete time modelling of a single node system

AS Alfa - 2010 - books.google.com
Queueing theory applications can be discovered in many walks of life including;
transportation, manufacturing, telecommunications, computer systems and more. However …

The stationary tail asymptotics in the GI/G/1-type queue with countably many background states

M Miyazawa, YQ Zhao - Advances in Applied Probability, 2004 - cambridge.org
We consider the asymptotic behaviour of the stationary tail probabilities in the discrete-time
GI/G/1-type queue with countable background state space. These probabilities are …

Matrix analytic methods

WK Grassmann, DA Stanford - Computational probability, 2000 - Springer
GI/M/1-type processes are Markov chains with transition matrices having the same structure
as the imbedded Markov chain of a GI/M/1 queue, except that the entries are matrices rather …

Error bounds for augmented truncations of discrete-time block-monotone Markov chains under geometric drift conditions

H Masuyama - Advances in Applied Probability, 2015 - cambridge.org
In this paper we study the augmented truncation of discrete-time block-monotone Markov
chains under geometric drift conditions. We first present a bound for the total variation …

[PDF][PDF] Censoring technique in studying block-structured Markov chains

YQ Zhao - Advances in algorithmic methods for stochastic …, 2000 - mathstat.carleton.ca
Markov chains with block-structured transition matrices find many applications in various
areas. Such Markov chains are characterized by partitioning the state space into subsets …

Error bounds for last-column-block-augmented truncations of block-structured Markov chains

H Masuyama - Journal of the Operations Research Society of Japan, 2017 - jstage.jst.go.jp
This paper discusses the error estimation of the last-column-block-augmented northwest-
corner truncation (LC-block-augmented truncation, for short) of block-structured Markov …

Censoring, factorizations, and spectral analysis for transition matrices with block-repeating entries

YQ Zhao, W Li, WJ Braun - Methodology and Computing in Applied …, 2003 - Springer
In this paper, we use the Markov chain censoring technique to study infinite state Markov
chains whose transition matrices possess block-repeating entries. We demonstrate that a …

Light-tailed asymptotics of stationary probability vectors of Markov chains of GI/G/1 type

QL Li, YQ Zhao - Advances in Applied Probability, 2005 - cambridge.org
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 …

Error bounds for augmented truncations of discrete-time block-monotone Markov chains under subgeometric drift conditions

H Masuyama - SIAM Journal on Matrix Analysis and Applications, 2016 - SIAM
This paper studies the last-column-block-augmented northwest-corner truncation (LC-block-
augmented truncation, for short) of discrete-time block-monotone Markov chains under …