Masahiro Kobayashi, Masakiyo Miyazawa. Revisiting the Tail Asymptotics of the Double QBD Process: Refinement and Complete Solutions for the Coordinate and Diagonal Directions. In Guy Latouche, Vaidyanathan Ramaswami, Jay Sethuraman, Karl Sigman, Mark S. Squillante, David D. Yao, editors, Matrix-Analytic Methods in Stochastic Models, Seventh International Conference on Matrix Analytic Methods in Stochastic Models, MAM 2011, Columbia University, New York, NY, USA, 13-16 June 2011. Volume 27 of Springer Proceedings in Mathematics & Statistics, pages 145-185, Springer, 2011. [doi]
@inproceedings{KobayashiM11,
title = {Revisiting the Tail Asymptotics of the Double QBD Process: Refinement and Complete Solutions for the Coordinate and Diagonal Directions},
author = {Masahiro Kobayashi and Masakiyo Miyazawa},
year = {2011},
doi = {10.1007/978-1-4614-4909-6_8},
url = {https://doi.org/10.1007/978-1-4614-4909-6_8},
researchr = {https://researchr.org/publication/KobayashiM11},
cites = {0},
citedby = {0},
pages = {145-185},
booktitle = {Matrix-Analytic Methods in Stochastic Models, Seventh International Conference on Matrix Analytic Methods in Stochastic Models, MAM 2011, Columbia University, New York, NY, USA, 13-16 June 2011},
editor = {Guy Latouche and Vaidyanathan Ramaswami and Jay Sethuraman and Karl Sigman and Mark S. Squillante and David D. Yao},
volume = {27},
series = {Springer Proceedings in Mathematics & Statistics},
publisher = {Springer},
isbn = {978-1-4614-4908-9},
}