A heavy-traffic-limit formula for the moments of the stationary distribution in GI/G/1-type Markov chains.
Tatsuaki KimuraHiroyuki MasuyamaPublished in: Oper. Res. Lett. (2021)
Keyphrases
- stationary distribution
- markov chain
- loss probability
- queue length
- heavy traffic limit
- queueing networks
- steady state
- markov process
- product form
- finite state
- state dependent
- random walk
- queueing model
- heavy traffic
- state space
- transition probabilities
- stochastic process
- markov model
- arrival rate
- service times
- initial state
- sufficient conditions