Subexponential asymptotics of the stationary distributions of GI/G/1-type Markov chains

T Kimura, H Masuyama, Y Takahashi - Stochastic Models, 2013 - Taylor & Francis
This article considers the subexponential asymptotics of the stationary distributions of GI/G/1-
type Markov chains in two cases:(i) the phase transition matrix in non-boundary levels is …

Subexponential asymptotics of the stationary distributions of M/G/1-type Markov chains

H Masuyama - European Journal of Operational Research, 2011 - Elsevier
This paper studies the subexponential asymptotics of the stationary distribution of an M/G/1-
type Markov chain. We provide a sufficient condition for the subexponentiality of the …

A sufficient condition for the subexponential asymptotics of GI/G/1-type Markov chains with queueing applications

H Masuyama - Annals of Operations Research, 2016 - Springer
The main contribution of this paper is to present a new sufficient condition for the
subexponential asymptotics of the stationary distribution of a GI/G/1-type Markov chain with …

Level-wise subgeometric convergence of the level-increment truncation approximation of M/G/1-type Markov chains

K Ouchi, H Masuyama - Journal of the Operations Research Society …, 2022 - jstage.jst.go.jp
This paper considers the level-increment (LI) truncation approximation of M/G/1-type Markov
chains. The LI truncation approximation is often used in implementing Ramaswami's …

A subgeometric convergence formula for total-variation error of the level-increment truncation approximation of M/G/1-type Markov chains

K Ouchi, H Masuyama - Journal of the Operations Research Society …, 2023 - jstage.jst.go.jp
This paper considers the level-increment (LI) truncation approximation of M/G/1-type Markov
chains. The LI truncation approximation is usually used to implement Ramaswami's …

A geometric convergence formula for the level-increment-truncation approximation of M/G/1-type Markov chains

K Ouchi, H Masuyama - Operations Research Letters, 2023 - Elsevier
This paper considers an approximation usually used when implementing Ramaswami's
recursion for the stationary distribution of the M/G/1-type Markov chain. The approximation is …

A subgeometric convergence formula for finite-level M/G/1-type Markov chains: via a block-decomposition-friendly solution to the Poisson equation of the deviation …

H Masuyama, Y Katsumata, T Kimura - Advances in Applied …, 2024 - cambridge.org
The purpose of this study is to present a subgeometric convergence formula for the
stationary distribution of the finite-level M/G/1-type Markov chain when taking its infinite-level …

Subexponential asymptotics of asymptotically block-Toeplitz and upper block-Hessenberg Markov chains

H Masuyama - Queueing Systems, 2022 - Springer
This paper studies the subexponential asymptotics of the stationary distribution vector of an
asymptotically block-Toeplitz and upper block-Hessenberg (atUBH) Markov chain in discrete …

LIGHT-TAILED ASYMPTOTICS OF GI/G/1-TYPE MARKOV CHAINS.

T Kimura, H Masuyama… - Journal of Industrial & …, 2017 - search.ebscohost.com
This paper studies the light-tailed asymptotics of the stationary distribution of the GI/G/1-type
Markov chain. We consider three cases:(i) the tail decay rate is determined by a certain …

A new matrix-infinite-product-form solution for upper block-Hessenberg Markov chains and its quasi-algorithmic constructibility

H Masuyama - Advances in Applied Probability, 2023 - cambridge.org
This paper presents a new matrix-infinite-product-form (MIP-form) solution for the stationary
distribution in upper block-Hessenberg Markov chains (UBH-MCs). The existing MIP-form …