Resource title

On Random Walks with Barriers and their Application to Queues

Resource image

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Resource description

The n-step transition probabilities of a random walk with two barriers, each being either reflecting or absorbing are considered on the basis of a simple renewal argument. The relation of these walks to queueing problems is pointed out and the distributions of the queue length in the finite capacity case, the same during a busy period and of the maximum queue length are derived for discrete time models. By taking the limit the solutions of continuous time models are derived, verifying some known results. (author's abstract) ; Series: Forschungsberichte / Institut für Statistik

Resource author

Walter Böhm, Sri Gopal Mohanty

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Resource publish date

Resource language

en

Resource content type

application/pdf

Resource resource URL

http://epub.wu.ac.at/484/1/document.pdf

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