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2008

Geometric decay in level-expanding QBD models

8 years 11 months ago
Geometric decay in level-expanding QBD models
Level-expanding quasi-birth-and-death (QBD) processes have been shown to be an efficient modeling tool for studying multi-dimensional systems, especially twodimensional ones. Computationally, it changes the more challenging problem of dealing with algorithms for two-dimensional systems to a less challenging one for block-structured transition matrices of QBD type with a varying finite block size in terms of results from the matrix-analytic method. In this paper, we focus on tail asymptotics in the stationary distribution of a level-expanding QBD process. Specifically, we provide sufficient conditions for geometric tail asymptotics for the level-expanding QBD process, and then apply the result to an interesting twodimensional system, an inventory queue model.
Liming Liu, Masakiyo Miyazawa, Yiqiang Q. Zhao
Added 08 Dec 2010
Updated 08 Dec 2010
Type Journal
Year 2008
Where ANOR
Authors Liming Liu, Masakiyo Miyazawa, Yiqiang Q. Zhao
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