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

Abstract

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 upper boundary level go to infinity. This study is performed through the fundamental deviation matrix, which is a block-decomposition-friendly solution for the Poisson equation of the deviation matrix. The fundamental deviation matrix yields a difference formula for the respective stationary distributions of the finite-level chain and the corresponding infinite-level chain. The difference formula plays a crucial role in deriving the main result of this paper: a subgeometric convergence formula for the infinite-level limit of the stationary distribution of the finite-level chain.