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# 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} }

- Published 2009 in Math. Oper. Res.
DOI:10.1287/moor.1090.0375

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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