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

โœ Scribed by Bara Kim; Jeongsim Kim


Book ID
113584017
Publisher
Elsevier Science
Year
2012
Tongue
English
Weight
178 KB
Volume
220
Category
Article
ISSN
0377-2217

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A simple probabilistic algorithm is given for the determination of the fundamental matrix of a block M/G/1 Markov chain. The algorithm does not require the chain to be positive recurrent. A prima facie case for its value is made with a standard testbench example.