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可数背景状态下QBD过程的平稳分布尾渐近态

Asymptotic Behaviors of Stationary Tail Probabilities for QBD Processes with Countable Background States
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摘要 考虑在可数背景状态下,时间离散的拟生灭过程(QBD过程)平稳分布的尾概率的渐近态。通过对QBD过程某些条件的限定,应用马尔可夫更新定理,得出在一定合理的条件下,当水平趋于无穷时的尾概率的几何衰变。通过初等方法,将该结论应用于时间离散的加入最短队模型。 We consider asymptotic behaviors of stationary tail probabilities in the discrete time quasi-birth-and-death(QBD) process with a countable background state space. Applying the Markov renewal theorem,it is shown that certain reasonable conditions of the QBD process lead to the geometric decay of the tail probabilities as the level goes to infinity. We exemplify this result using a time-discretized joining the shortest queue model.
出处 《南京气象学院学报》 CSCD 北大核心 2006年第2期235-241,共7页 Journal of Nanjing Institute of Meteorology
基金 江苏省教育厅自然科学研究计划资助项目(02KJB170002)
关键词 拟生灭过程(QBD过程) 衰变率 GI/G/1型排队 平稳分布 马尔可夫可加过程 马尔可夫 更新过程 加入最短队模型 QBD process decay rate GL/G/1 type queue stationary distribution Markov additiveprocess joining the shortest queue Markov renewal process
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参考文献7

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