On Random Walks with Barriers and their Application to Queues
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...
| Main Authors: | , |
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| Format: | Others |
| Language: | en |
| Published: |
Department of Statistics and Mathematics, WU Vienna University of Economics and Business
1991
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| Online Access: | http://epub.wu.ac.at/484/1/document.pdf |