Deviation matrix and asymptotic variance for GI/M/1-type Markov chains
Author:
Publisher
Springer Science and Business Media LLC
Subject
Mathematics (miscellaneous)
Link
http://link.springer.com/content/pdf/10.1007/s11464-014-0401-7.pdf
Reference23 articles.
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2. Bini D A, Latouche G, Meini B. Numerical Methods for Structured Markov Chains. Oxford: Oxford University Press, 2005
3. Coolen-Schrijner P, Van Doorn E A. The deviation matrix of a continuous-time Markov chain. Probab Engrg Inform Sci, 2002, 16: 351–366
4. Dendievel S, Latouche G, Liu Y. Poisson’s equation for discrete-time quasi-birth-anddeath processes. Performance Evaluation, 2013, 70: 564–577
5. Glynn P W. Poisson’s equation for the recurrent M/G/1 queue. Adv Appl Probab, 1994, 26(4): 1044–1062
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1. 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 matrix;Advances in Applied Probability;2023-12-01
2. Matrix-Analytic Methods for Solving Poisson’s Equation with Applications to Markov Chains of GI/G/1-Type;SIAM Journal on Matrix Analysis and Applications;2023-07-27
3. Integral-type functionals of first hitting times for continuous-time Markov chains;Frontiers of Mathematics in China;2018-05-10
4. The variance constant for continuous-time level dependent quasi-birth-and-death processes;Stochastic Models;2018-01-02
5. Central limit theorems for ergodic continuous-time Markov chains with applications to single birth processes;Frontiers of Mathematics in China;2015-06-25
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