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Query: faculty: "FEB" and publication year: "2009"

AuthorsI. Adan, R.D. Foley, D.R. McDonald
TitleExact asymptotics for the stationary distribution of a Markov chain: a production model
JournalQueueing Systems
Volume62
Year2009
Issue4
Pages311-344
ISSN02570130
FacultyFaculty of Economics and Business
Institute/dept.FEB: Amsterdam School of Economics Research Institute (ASE-RI)
AbstractWe derive rough and exact asymptotic expressions for the stationary distribution
π of a Markov chain arising in a queueing/production context. The approach
we develop can also handle “cascades,” which are situations where the fluid limit of
the large deviation path from the origin to the increasingly rare event is nonlinear. Our
approach considers a process that starts at the rare event. In our production example,
we can have two sequences of states that asymptotically lie on the same line, yet π
has different asymptotics on the two sequences.
Document typeArticle
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