A note on the subexponential asymptotics of the stationary distribution of M/G/1 type Markov chains

초록

Masuyama (2011) obtained the subexponential asymptotics of the stationary distribution of an M/G/1 type Markov chain under the assumption related to the periodic structure of G-matrix. In this note, we improve Masuyama's result by showing that the subexponential asymptotics holds without the assumption related to the periodic structure of G-matrix. (C) 2012 Elsevier B.V. All rights reserved.

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