Asymptotic behavior of the stationary distribution in a finite quasi-birth-and-death (QBD) process with zero mean drift

Asymptotic behavior of the stationary distribution in a finite quasi-birth-and-death (QBD) process with zero mean drift

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Article ID: iaor2009725
Country: Netherlands
Volume: 36
Issue: 1
Start Page Number: 127
End Page Number: 132
Publication Date: Jan 2008
Journal: Operations Research Letters
Authors: , ,
Keywords: queues: theory
Abstract:

We consider a finite QBD process with m levels. Assuming that the mean drift is 0, we obtain an asymptotic behavior πm(m) ∼ (1/m)c as m→∞ in the stationary distribution 0(m), …, πm(m)), by finding an explicit expression for vector c. This solves the problem that was conjectured by Miyazawa et al.

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