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.
@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/entities/document/10.4230/DagSemProc.07461.13}, 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} }
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