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

Bini, Dario A.; Meini, Beatrice; Ramaswami, Vaidyanathan

doi:10.4230/DagSemProc.07461.13

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

Authors Dario A. Bini, Beatrice Meini, Vaidyanathan Ramaswami

Part of: Volume: Dagstuhl Seminar Proceedings, Volume 7461
Part of: Series: Dagstuhl Seminar Proceedings (DagSemProc)
License: Creative Commons Attribution 4.0 International license
Publication Date: 2008-04-07

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Document Identifiers

DOI: 10.4230/DagSemProc.07461.13
URN: urn:nbn:de:0030-drops-13966

Subject Classification

Keywords

Renewal processes
tail decay
M/G/1-type Markov chains

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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.

Cite As Get BibTex

Dario A. Bini, Beatrice Meini, and Vaidyanathan Ramaswami. On the tail decay of M/G/1-type Markov renewal processes. In Numerical Methods for Structured Markov Chains. Dagstuhl Seminar Proceedings, Volume 7461, pp. 1-7, Schloss Dagstuhl – Leibniz-Zentrum für Informatik (2008) https://doi.org/10.4230/DagSemProc.07461.13

Author Details

Dario A. Bini

Beatrice Meini

Vaidyanathan Ramaswami

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