Applying the Markov renewal theorem, it is shown that certain reasonable conditions of the QBD process lead to the geometric decay of the tail probabilities as the level goes to infinity.

 
  • 通过对QBD过程某些条件的限定,应用马尔可夫更新定理,得出在一定合理的条件下,当水平趋于无穷时的尾概率的几何衰变。
今日热词
目录 附录 查词历史