This paper studies the subexponential asymptotics of the stationary distribution of an M/G/1-type Markov chain. We provide a sufficient condition for the subexponentiality of the stationary distribution. The sufficient condition requires only the subexponential integrated tail of level increments. On the other hand, the previous studies assume the subexponentiality of level increments themselves and/or the aperiodicity of the G-matrix. Therefore, our sufficient condition is weaker than the existing ones. We also mention some errors in the literature.Queueing Subexponential asymptotics M/G/1-type Markov chain Periodicity G-matrix BMAP
To submit an update or takedown request for this paper, please submit an Update/Correction/Removal Request.