Exact Asymptotic Formulae of the Stationary Distribution of a Discrete-Time Two-Dimensional QBD Process

摘要：

　　We consider a discrete-time two-dimensional process (L1,n,L2,n) on Z2+with a supplemental process Jn on a finite set,where individual processes L1,n and L2,n are both skip free.We assume that the joint process Y n = (L1,n,L2,n,Jn) is Markovian and that the transition probabilities of the two-dimensional process (L1,n,L2,n) are modulated depending on the state of the supplemental process Jn.This modulation is space homogeneous except for the boundaries of Z2+.We call this process a discrete-time two-dimensional quasi-birth-and-death(2D-QBD)process.Under several conditions,we obtain the exact asymptotic formulae of the stationary distribution in the coordinate directions.

关键词： Quasi-birth-and-death process Stationary distribution Asymptotic property

作者: Toshihisa Ozawa Masahiro Kobayashi

作者单位: Faculty of Business Administration,Komazawa University,Japan Department of Mathematical Science,Tokai University,Japan

会议类型: 国际会议

会议名称: The 12th International Conference on Queueing Theory and Network Applications(第十二届排序理论与网络应用国际会议)(QTNA 2017)

会议地点: 河北秦皇岛

会议语种:英文

页码: 78-81

在线出版日期: 2017-08-21（万方平台首次上网日期，不代表论文的发表时间）