| Budget Amount *help |
¥4,680,000 (Direct Cost: ¥3,600,000、Indirect Cost: ¥1,080,000)
Fiscal Year 2014: ¥1,560,000 (Direct Cost: ¥1,200,000、Indirect Cost: ¥360,000)
Fiscal Year 2013: ¥1,560,000 (Direct Cost: ¥1,200,000、Indirect Cost: ¥360,000)
Fiscal Year 2012: ¥1,560,000 (Direct Cost: ¥1,200,000、Indirect Cost: ¥360,000)
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| Outline of Final Research Achievements |
The goal of this research project is to establish mathematical tools for the estimation of the rare event probabilities in queueing models and collective risk models with correlation structure. To achieve the goal, we studied the tail asymptotics of GI/G/1-type Markov chains and regenerative cumulative processes sampled at random times. We also utilized the obtained results to derive asymptotic formulas for the loss probability of a single-server queue with a finite capacity fed by an ON-OFF batch Markovian arrival process and deterministic service times. In addition, we presented a computable error bound for the last-block-column-augmented truncation of block-monotone Markov chains.
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