Duality properties of a one-dimensional random walk and a new computational algorithm

DOI10.1016/0377-2217(90)90252-7zbMath0704.60074OpenAlexW2089579197MaRDI QIDQ917170

C. B. Winsten, Michael J. Fryer

Publication date: 1990

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0377-2217(90)90252-7

zbMATH Keywords

random walk with infinitely many statesrecursively successive approximations

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50)

Cites Work

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• The autostrada queueing problem
• A new method to solve steady state queueing equations
• The Factorization of Queueing Equations and Their Interpretation
• An Algorithm to Compute the Equilibrium Distribution of a One-Dimensional Bounded Random Walk

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