Masuyama, Hiroyuki - In: European Journal of Operational Research 213 (2011) 3, pp. 509-516
This paper studies the subexponential asymptotics of the stationary distribution of an M/G/1-type Markov chain. We provide a sufficient condition for the subexponentiality of the stationary distribution. The sufficient condition requires only the subexponential integrated tail of level...