We investigate deviation matrix for discrete-time GI/M/1-type Markov chains in terms of the matrix-analytic method, and revisit the link between deviation matrix and the asymptotic variance. Parallel results are obtai...We investigate deviation matrix for discrete-time GI/M/1-type Markov chains in terms of the matrix-analytic method, and revisit the link between deviation matrix and the asymptotic variance. Parallel results are obtained for continuous-time GI/M/1-type Markov chains based on the technique of uniformization. We conclude with A. B. Clarke＇s tandem queue as an illustrative example, and compute the asymptotic variance for the queue length for this model.展开更多
基金Acknowledgements This work was supported in part by the National Natural Science Foundation of China （Grant No. 11211120]44） and the Fundamental Research Funds for the Central Universities （Grant 2010QYZD001）.
文摘We investigate deviation matrix for discrete-time GI/M/1-type Markov chains in terms of the matrix-analytic method, and revisit the link between deviation matrix and the asymptotic variance. Parallel results are obtained for continuous-time GI/M/1-type Markov chains based on the technique of uniformization. We conclude with A. B. Clarke＇s tandem queue as an illustrative example, and compute the asymptotic variance for the queue length for this model.
