THE INVARIANT MEASURE OF RANDOM WALKS IN THE QUARTER-PLANE: REPRESENTATION IN GEOMETRIC TERMS

DOI10.1017/S026996481400031XzbMath1370.60086arXiv1207.5335OpenAlexW2154197015MaRDI QIDQ5358037

Richard J. Boucherie, Jasper Goseling, Yanting Chen

Publication date: 19 September 2017

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1207.5335

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Random measures (60G57)

Related Items (4)

Invariant measures and error bounds for random walks in the quarter-plane based on sums of geometric terms ⋮ A finite compensation procedure for a class of two-dimensional random walks ⋮ Necessary conditions for the compensation approach for a random walk in the quarter-plane ⋮ Integral expression for the stationary distribution of reflected Brownian motion in a wedge

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Queueing networks. A fundamental approach
• A compensation procedure for multiprogramming queues
• Reflected Brownian motion in a wedge: sum-of-exponential stationary densities
• Light tail asymptotics in multidimensional reflecting processes for queueing networks
• A linear programming approach to error bounds for random walks in the quarter-plane
• Perturbation theory for Markov reward processes with applications to queueing systems
• A compensation approach for two-dimensional Markov processes

This page was built for publication: THE INVARIANT MEASURE OF RANDOM WALKS IN THE QUARTER-PLANE: REPRESENTATION IN GEOMETRIC TERMS