Tail Decay Rates in Double QBD Processes and Related Reflected Random Walks

@article{Miyazawa2009TailDR,
  title={Tail Decay Rates in Double QBD Processes and Related Reflected Random Walks},
  author={Masakiyo Miyazawa},
  journal={Math. Oper. Res.},
  year={2009},
  volume={34},
  pages={547-575}
}
A double quasi-birth-and-death (QBD) process is the QBD process whose background process is a homogeneous birth-and-death process, which is a synonym of a skip free random walk in the two dimensional positive quadrant with homogeneous reflecting transitions at each boundary face. It is also a special case of a 0-partially homogenous chain introduced by Borovkov and Mogul’skii [5]. Our main interest is in the tail decay behavior of the stationary distribution of the double QBD process in the… CONTINUE READING
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