11 citations · 18 across the 6 of their papers we have counts for
6 papers
Matrix-analytic methods for solving Poisson's equation with applications to Markov chains of GI/G/1-type
Jinpeng Liu, Yuanyuan Liu, Yiqiang Q. Zhao
In this paper, we are devoted to developing matrix-analytic methods for solving Poisson's equation for irreducible and positive recurrent discrete-time Markov chains (DTMCs). Two s…
Augmented truncation approximations to the solution of Poisson's equation for Markov chains
Jinpeng Liu, Yuanyuan Liu, Yiqiang Q. Zhao
Poisson's equation has a lot of applications in various areas. Usually it is hard to derive the explicit expression of the solution of Poisson's equation for a Markov chain on an i…
Exact tail asymptotics for fluid models driven by an queue
Wendi Li, Yuanyuan Liu, Yiqiang Q. Zhao
In this paper, we investigate exact tail asymptotics for the stationary distribution of a fluid model driven by the queue, which is a two-dimensional queueing system with a…
Poisson's equation for discrete-time quasi-birth-and-death processes
Sarah Dendievel, Guy Latouche, Yuanyuan Liu
We consider Poisson's equation for quasi-birth-and-death processes (QBDs) and we exploit the special transition structure of QBDs to obtain its solutions in two different forms. On…
Perturbation bounds for the stationary distributions of Markov chains
Yuanyuan Liu
In this paper, we are interested in investigating the perturbation bounds for the stationary distributions for discrete-time or continuous-time Markov chains on a countable state s…
Asymptotic behavior of the loss probability for an M/G/1/N queue with vacations
Yuanyuan Liu, Yiqiang Zhao
In this paper, asymptotic properties of the loss probability are considered for an M/G/1/N queue with server vacations and exhaustive service discipline, denoted by an M/G/1/N -(V,…