Spitzer's identity for discrete random walks

DOI10.1016/J.ORL.2017.12.003OpenAlexW2963864820MaRDI QIDQ2417093

Augustus J. E. M. Janssen, Johan S. H. van Leeuwaarden

Publication date: 11 June 2019

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1710.09670

zbMATH Keywords

fluctuation theorycomplex analysistransform methodsspitzer's identity

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX)

Related Items (2)

Roots, Symmetry, and Contour Integrals in Queuing-Type Systems ⋮ Pollaczek contour integrals for the fixed-cycle traffic-light queue

Cites Work

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• An Elementary Solution of the Queuing System G/G/1
• Applied Probability and Queues
• Precise asymptotics for a random walker’s maximum
• Novel Heavy-Traffic Regimes for Large-Scale Service Systems
• Spitzer's Identity and its use in Probability Theory

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