Tail Asymptotics of the Stationary Distribution of a Two-Dimensional Reflecting Random Walk with Unbounded Upward Jumps

DOI10.1239/aap/1401369699zbMath1316.60066arXiv1212.0603OpenAlexW2035280918MaRDI QIDQ5169499

Masakiyo Miyazawa, Masahiro Kobayashi

Publication date: 10 July 2014

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1212.0603

zbMATH Keywords

large deviationsstationary distributionbatch arrivaltail asymptoticsunbounded jumpstwo-dimensional reflecting random walktwo-node queueing network

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Large deviations (60F10)

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