Recurrence of two-dimensional queueing processes, and random walk exit times from the quadrant
From MaRDI portal
Publication:2075319
DOI10.1214/20-AAP1654zbMath1484.60054arXiv1909.00616MaRDI QIDQ2075319
Publication date: 14 February 2022
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1909.00616
Sums of independent random variables; random walks (60G50) Queueing theory (aspects of probability theory) (60K25)
Related Items
On recurrence of the multidimensional Lindley process ⋮ Return probabilities for the reflected random walk on \(\mathbb N_0\)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On the exit time from a cone for random walks with drift
- Marche aléatoire sur le semi-groupe des contractions de \({\mathbb{R}}^ d\). Cas de la marche aléatoire sur \({\mathbb{R}}_+\) avec choc élastique en zéro. (Random walk on the semigroup of contractions of \({\mathbb{R}}^ d\). Case of the random walk on \({\mathbb{R}}_+\) with elastic bound at zero)
- Martin boundary of a killed random walk on a quadrant
- Marches de Markov sur le semi-groupe des contractions de \(\mathbb{R}{}^ d\). Cas de la marche aléatoire à pas markoviens sur (\(\mathbb{R}{}^{+})^ d\) avec chocs élastiques sur les axes. (Markov walk on the \(\mathbb{R}{}^ d\) contractions semigroup. Case of the Markov walk on \((\mathbb{R}{}^ +)^ d\) with elastic collisions on the axes)
- Distribution function inequalities for martingales
- The random difference equation \(X_ n = A_ n X_{n-1} + B_ n\) in the critical case
- On recurrence of the multidimensional Lindley process
- Multidimensional random walk with reflections
- Random walks in cones
- Local behaviour of first passage probabilities
- Random walks in cones: the case of nonzero drift
- Stochastic dynamical systems with weak contractivity properties I. Strong and local contractivity
- Stochastic dynamical systems with weak contractivity properties II. Iteration of Lipschitz mappings
- Two Similar Queues in Parallel
- Stopped Random Walks
- Moments for first-passage and last-exit times, the minimum, and related quantities for random walks with positive drift
- Two queues in parallel
- Fluctuations of random walk in Rd and storage systems
- A Central Limit Theorem for Contractive Stochastic Dynamical Systems
- Conditioned limit theorems for products of positive random matrices
- Applied Probability and Queues
- On the Theory of Queues With Many Servers
