License: Creative Commons Attribution 4.0 International license (CC BY 4.0)
When quoting this document, please refer to the following
DOI: 10.4230/DagSemProc.07461.13
URN: urn:nbn:de:0030-drops-13966
URL: http://dagstuhl.sunsite.rwth-aachen.de/volltexte/2008/1396/
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Bini, Dario A. ; Meini, Beatrice ; Ramaswami, Vaidyanathan

On the tail decay of M/G/1-type Markov renewal processes

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Abstract

The tail decay of M/G/1-type Markov renewal processes is studied. The Markov
renewal process is transformed into a Markov chain so that the problem of
tail decay is reformulated in terms of the decay of the coefficients of a
suitable power series. The latter problem is reduced to analyze the
analyticity domain of the power series.


BibTeX - Entry

@InProceedings{bini_et_al:DagSemProc.07461.13,
  author =	{Bini, Dario A. and Meini, Beatrice and Ramaswami, Vaidyanathan},
  title =	{{On the tail decay of M/G/1-type Markov renewal processes}},
  booktitle =	{Numerical Methods for Structured Markov Chains},
  pages =	{1--7},
  series =	{Dagstuhl Seminar Proceedings (DagSemProc)},
  ISSN =	{1862-4405},
  year =	{2008},
  volume =	{7461},
  editor =	{Dario Bini and Beatrice Meini and Vaidyanathan Ramaswami and Marie-Ange Remiche and Peter Taylor},
  publisher =	{Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik},
  address =	{Dagstuhl, Germany},
  URL =		{https://drops.dagstuhl.de/opus/volltexte/2008/1396},
  URN =		{urn:nbn:de:0030-drops-13966},
  doi =		{10.4230/DagSemProc.07461.13},
  annote =	{Keywords: Renewal processes, tail decay, M/G/1-type Markov chains}
}

Keywords: Renewal processes, tail decay, M/G/1-type Markov chains
Collection: 07461 - Numerical Methods for Structured Markov Chains
Issue Date: 2008
Date of publication: 07.04.2008

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