The stationary tail asymptotics in the G1/G/1-type queue with countably many background states

Citation
Miyazawa, Masakiyo et Q. Zhao, Yiqiang, The stationary tail asymptotics in the G1/G/1-type queue with countably many background states, Advances in applied probability , 36(2), 2004, pp. 1231-1251
ISSN journal
00018678
Volume
36
Issue
2
Year of publication
2004
Pages
1231 - 1251
Database
ACNP
SICI code
Abstract
We consider the asymptotic behaviour of the stationary tail probabilities in the discrete-fime GI/G/1-type queue with countable background state space. These probabilities are presented in matrix form with respect to the background state space, and shown to be the solution of a Markov renewal equation. Using this fact, we consider their decay rates. Applying the Markov renewal theorem, it is shown that certain reasonable conditions lead to the geometric decay of the tail probabilities as the level goes to infinity. We exemplify this result using a discrete-time priority queue with a single server and two types of customer.