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Asymptotic Analysis

In: Constructive Computation in Stochastic Models with Applications

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  • Quan-Lin Li

    (Tsinghua University, Department of Industrial Engineering)

Abstract

In this chapter, we consider asymptotic behavior for the stationary probability vector of any ergodic Markov chain of GI/G/1 type, and provide conditions under which the stationary probability vector is either light-tailed or heavy-tailed by means of the RG-factorization. At the same time, we provide expressions for both the light tail and the heavy tail. Note that the conditions and expressions can be completely determined by the repeating row and the boundary row.

Suggested Citation

  • Quan-Lin Li, 2010. "Asymptotic Analysis," Springer Books, in: Constructive Computation in Stochastic Models with Applications, chapter 4, pages 176-215, Springer.
    • Handle: RePEc:spr:sprchp:978-3-642-11492-2_4
    DOI: 10.1007/978-3-642-11492-2_4
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