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

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

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Article ID: iaor20122422
Volume: 220
Issue: 1
Start Page Number: 132
End Page Number: 134
Publication Date: Jul 2012
Journal: European Journal of Operational Research
Authors: ,
Keywords: markov processes
Abstract:

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.

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