A compensation approach for two-dimensional Markov processes
1993 ◽
Vol 25
(04)
◽
pp. 783-817
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Keyword(s):
Several queueing processes may be modeled as random walks on a multidimensional grid. In this paper the equilibrium distribution for the case of a two-dimensional grid is considered. In previous research it has been shown that for some two-dimensional random walks the equilibrium distribution has the form of an infinite series of products of powers which can be constructed with a compensation procedure. The object of the present paper is to investigate under which conditions such an elegant solution exists and may be found with a compensation approach. The conditions can be easily formulated in terms of the random behaviour in the inner area and the drift on the boundaries.
1976 ◽
Vol 351
(1664)
◽
pp. 19-31
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Keyword(s):
1989 ◽
Vol 21
(02)
◽
pp. 357-375
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2009 ◽
Vol 362
(5)
◽
pp. 2559-2588
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2014 ◽
Vol 150
(7)
◽
pp. 1077-1106
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2003 ◽
Vol 13
(4)
◽
pp. 1399-1422
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2002 ◽
Vol 73
(3)
◽
pp. 301-334
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Keyword(s):