222 citations · 340 across the 26 of their papers we have counts for
26 papers
PureRank: A parameter-free recursive importance measure for network nodes
Hiroyuki Masuyama
This study develops PureRank, a parameter-free importance measure for network nodes based on the recursive definition of importance (RDI). For any directed network, PureRank unique…
A Subgeometric Convergence Formula for Total-variation Error of the Level-increment Truncation Approximation of M/G/1-type Markov Chains
Katsuhisa Ouchi, Hiroyuki Masuyama
This paper considers the level-increment (LI) truncation approximation of M/G/1-type Markov chains. The LI truncation approximation is usually used to implement Ramaswami's recursi…
A geometric convergence formula for the level-increment-truncation approximation of M/G/1-type Markov chains
Katsuhisa Ouchi, Hiroyuki Masuyama
This paper considers an approximation usually used when implementing Ramaswami's recursion for the stationary distribution of the M/G/1-type Markov chain. The approximation is call…
Level-wise Subgeometric Convergence of the Level-increment Truncation Approximation of M/G/1-type Markov Chains
Katsuhisa Ouchi, Hiroyuki Masuyama
This paper considers the level-increment (LI) truncation approximation of M/G/1-type Markov chains. The LI truncation approximation is useful for implementing the M/G/1 paradigm, w…
Specific bounds for a probabilistically interpretable solution of the Poisson equation for general state-space Markov chains with queueing applications
Hiroyuki Masuyama
This paper considers the Poisson equation for general state-space Markov chains in continuous time. The main purpose of this paper is to present specific bounds for the solutions o…
A discrete-time single-server Poisson queueing game: Equilibria simulated by an agent-based model
Yutaka Sakuma, Hiroyuki Masuyama, Emiko Fukuda
This paper considers a discrete-time single-server queue with a single acceptance period for a Poissonian population of homogeneous customers. Customers are served on a first-come…
A new matrix-infinite-product-form solution for upper block-Hessenberg Markov chains and its quasi-algorithmic constructibility
Hiroyuki Masuyama
This paper presents a new matrix-infinite-product-form (MIP-form) solution for the stationary distribution in upper block-Hessenberg Markov chains (UBH-MCs). The existing MIP-form…
A sequential update algorithm for computing the stationary distribution vector in upper block-Hessenberg Markov chains
Hiroyuki Masuyama
This paper proposes a new algorithm for computing the stationary distribution vector in continuous-time upper block-Hessenberg Markov chains. To this end, we consider the last-bloc…
A subgeometric convergence formula for finite-level M/G/1-type Markov chains: via a block-decomposition-friendly solution for the Poisson equation of deviation matrix
Hiroyuki Masuyama, Yosuke Katsumata, Tatsuaki Kimura
This paper studies the subgeometric convergence of the stationary distribution in taking the infinite-level limit of a finite-level M/G/1-type Markov chain, that is, in letting the…
A General Formula for the Stationary Distribution of the Age of Information and Its Application to Single-Server Queues
Yoshiaki Inoue, Hiroyuki Masuyama, Tetsuya Takine +1
This paper considers the stationary distribution of the age of information (AoI) in information update systems. We first derive a general formula for the stationary distribution of…
Binary sampling from discrete distributions
Hiroyuki Masuyama
This paper considers direct sampling methods from discrete target distributions. The inverse transform sampling (ITS) method is one of the most popular direct sampling methods. The…
Simple perfect samplers using monotone birth-and-death processes
Hiroyuki Masuyama
This paper proposes simple perfect samplers using monotone birth-and-death processes (BD-processes), which draw samples from an arbitrary finite discrete target distribution. We fi…
The stability condition of BMAP/M/ queues
Moeko Yajima, Tuan Phung-Duc, Hiroyuki Masuyama
This paper considers a BMAP/M/ queue with a batch Markovian arrival process (BMAP) and an exponential service time distribution. We first prove that the BMAP/M/ que…
Simple error bounds for the QBD approximation of a special class of two dimensional reflecting random walks
Hiroyuki Masuyama, Yutaka Sakuma, Masahiro Kobayashi
This paper considers the QBD approximation of a special class of two-dimensional reflecting random walks (2D-RRWs). A typical example of the 2D-RRWs is a two-node Jackson network w…
Limit formulas for the normalized fundamental matrix of the northwest-corner truncation of Markov chains: Matrix-infinite-product-form solutions of block-Hessenberg Markov chains
Hiroyuki Masuyama
This paper considers the normalized fundamental matrix for the northwest-corner (NW-corner) truncation of ergodic continuous-time Markov chains, technically, of their infinitesimal…
Error bounds for last-column-block-augmented truncations of block-structured Markov chains
Hiroyuki Masuyama
This paper discusses the error estimation of the last-column-block-augmented northwest-corner truncation (LC-block-augmented truncation, for short) of block-structured Markov chain…
Continuous-time block-monotone Markov chains and their block-augmented truncations
Hiroyuki Masuyama
This paper considers continuous-time block-monotone Markov chains (BMMCs) and their block-augmented truncations. We first introduce the block monotonicity and block-wise dominance…
Error bounds for augmented truncations of discrete-time block-monotone Markov chains under subgeometric drift conditions
Hiroyuki Masuyama
This paper studies the last-column-block-augmented northwest-corner truncation (LC-block-augmented truncation, for short) of discrete-time block-monotone Markov chains under subgeo…
Analysis and Computation of the Joint Queue Length Distribution in a FIFO Single-Server Queue with Multiple Batch Markovian Arrival Streams
Hiroyuki Masuyama, Tetsuya Takine
This paper considers a work-conserving FIFO single-server queue with multiple batch Markovian arrival streams governed by a continuous-time finite-state Markov chain. A particular…
Subexponential Asymptotics of the Stationary Distributions of GI/G/1-Type Markov Chains
Tatsuaki Kimura, Hiroyuki Masuyama, Yutaka Takahashi
This paper considers the subexponential asymptotics of the stationary distributions of GI/G/1-type Markov chains in two cases: (i) the phase transition matrix in non-boundary level…
Error Bounds for Augmented Truncations of Discrete-Time Block-Monotone Markov Chains under Geometric Drift Conditions
Hiroyuki Masuyama
This paper studies the augmented truncation of discrete-time block-monotone Markov chains under geometric drift conditions. We first present a bound for the total variation distanc…
Heavy-traffic asymptotic formulas for the multiclass M/G/1 queue
Hiroshi Miyawaki, Hiroyuki Masuyama, Yutaka Takahashi
This paper studies the heavy-traffic asymptotics for the multiclass FIFO M/G/1 queue. We first derive the probability generating function of the joint queue length distributi…
Subexponential tail equivalence of the queue length distributions of BMAP/GI/1 queues with and without retrials
Hiroyuki Masuyama
The main contribution of this paper is to prove the subexponential tail equivalence of the stationary queue length distributions in the BMAP/GI/1 queues with and without retrials.…
A sufficient condition for the subexponential asymptotics of GI/G/1-type Markov chains with queueing applications
Hiroyuki Masuyama
The main contribution of this paper is to present a new sufficient condition for the subexponential asymptotics of the stationary distribution of a GI/GI/1-type Markov chain withou…