论文标题
M/g/1型马尔可夫链的水平截断近似的几何收敛公式
A geometric convergence formula for the level-increment-truncation approximation of M/G/1-type Markov chains
论文作者
论文摘要
本文考虑了在实施Ramaswami的递归中用于M/g/1型马尔可夫链的固定分布时通常使用的近似值。近似值称为级别截断近似，因为它在给定阈值下截断了级别的增量。本文的主要贡献是在原始m/g/1型马尔可夫链的相应固定分布与其LI截断近似值的假设假设级别提交分布是轻尾。
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 called the level-increment-truncation approximation because it truncates level increment at a given threshold. The main contribution of this paper is to present a geometric convergence formula of the level-wise difference between the respective stationary distributions of the original M/G/1-type Markov chain and its LI truncation approximation under the assumption that the level-increment distribution is light-tailed.
