Khintchine–Pollaczek formula for random walks whose steps have one geometric tail

Robert Bauer ()

Annals of Operations Research, 2014, vol. 223, issue 1, 109-119

Abstract: We derive a Khinchine–Pollaczek formula for random walks whose steps have a geometric left tail. The construction rests on the memory-less property of the geometric distribution. An example from a tandem queue modeling dynamic isnstability for microtubules is given. Copyright Springer Science+Business Media New York 2014

Keywords: Khintchine–Pollaczek formula; Ladder heights; Geometric tails; Tandem queue; Dynamic instability; Microtubules; 60B05; 28C20 (search for similar items in EconPapers)
Date: 2014
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DOI: 10.1007/s10479-014-1613-7

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