A geometric tail decay of the stationary distribution has been recently studied for the GI /G /1 type Markov chain with both countable level and background states. This method is essentially the matrix analytic approach, and simplicity is an obvious advantage of this method. However, so far it can be only applied to the -positive case (or the jittered case, as referred to in the literature). In this paper, we specialize the GI /G /1 type to a quasi-birth-and-death process. This not only refines some expressions because of the matrix geometric form for the stationary distribution, but also allows us to extend the study, in terms of the matrix analytic method, to non--positive cases. We apply the result to a generalized join-the-shortest-queue model, which only requires elementary computations. The obtained results enable us to discuss when the two queues are balanced in the generalized join-the-shortest-queue model, and establish the geometric tail asymptotics along the direction of the difference between the two queues.
We consider the asymptotic behaviour of the stationary tail probabilities in the discrete-time GI/G/1-type queue with countable background state space. These probabilities are presented in matrix form with respect to the background state space, and shown to be the solution of a Markov renewal equation. Using this fact, we consider their decay rates. Applying the Markov renewal theorem, it is shown that certain reasonable conditions lead to the geometric decay of the tail probabilities as the level goes to infinity. We exemplify this result using a discrete-time priority queue with a single server and two types of customer.
Some properties of the geometric process are studied along with those of a related process which we propose to call the ␣-series process. It is shown that the expected number of counts at an arbitrary time does not exist for the decreasing geometric process. The decreasing version of the ␣-series process does have a finite expected number of counts, under certain conditions. This process also has the same advantages of tractability as the geometric process; it exhibits some properties which may make it a useful complement to the increasing geometric process. In addition, it may be fit to observed data as easily as the geometric process. Applications in reliability and stochastic scheduling are considered in order to demonstrate the versatility of the alternative model.
In this paper, we consider a generalized two-demand queueing model, the same model studied in Wright (Adv. Appl. Prob., 24, 986-1007, 1992). Using this model, we show how the kernel method can be applied to a two-dimensional queueing system for exact tail asymptotics in the stationary joint distribution and also in the two marginal distributions. We demonstrate in detail how to locate the dominant singularity and how to determine the detailed behavior of the unknown generating function around the dominant singularity for a bivariate kernel, which is much more challenging than the analysis for a one-dimensional kernel. This information is the key for characterizing exact tail asymptotics in terms of asymptotic analysis theory. This approach does not require a determination or presentation of the unknown generating function(s).
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