Asymptotic properties of the occupation measure in a multidimensional skip-free Markov-modulated random walk
Author:
Publisher
Springer Science and Business Media LLC
Subject
Computational Theory and Mathematics,Management Science and Operations Research,Computer Science Applications
Link
http://link.springer.com/content/pdf/10.1007/s11134-020-09673-9.pdf
Reference23 articles.
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2. Bini, D.A., Massei, S., Meini, B., Robol, L.: On quadratic matrix equations with infinite size coefficients encountered in QBD stochastic processes. Numer. Linear Algebra Appl. 25, e2128 (2017)
3. Borovkov, A.A., Mogul’skiĭ, A.A.: Large deviations for Markov chains in the positive quadrant. Russ. Math. Surv. 56, 803–916 (2001)
4. Gail, H.R., Hantler, S.L., Taylor, B.A.: Solutions of the basic matrix equation for M/G/1 and G/M/1 type Markov chains. Commun. Stat. Stoch. Models 10(1), 1–43 (1994)
5. He, Q.-M., Li, H., Zhao, T.Q.: Light-tailed behavior in QBD processes with countably many phases. Stoch. Models 25, 50–75 (2009)
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