Heavy-tailed asymptotics of stationary probability vectors of Markov chains of GI/G/1 type

Advances in Applied Probability

Volumn 37, Issue 2, 2005, Pages 482-509

  Li, Quan Lin ^a   Zhao, Yiqiang Q ^b  

^a TSINGHUA UNIVERSITY   (China)

^b CARLETON UNIVERSITY   (Canada)

Author keywords

Heavy tail; Long tail; Markov chain of GI G 1 type; R measure; Regular variation; RG factorization; Subexponentiality

Indexed keywords

ASYMPTOTIC STABILITY; MARKOV PROCESSES; MATRIX ALGEBRA; VECTORS;

HEAVY TAIL; LONG TAIL; REGULAR VARIATION; SUBEXPONENTIALITY;

PROBABILITY;

EID: 22244455417     PISSN: 00018678     EISSN: None     Source Type: Journal    
DOI: 10.1239/aap/1118858635     Document Type: Article

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