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A compensation approach for two-dimensional Markov processes

Part of:Operations research and management scienceSpecial processes

Published online by Cambridge University Press:  01 July 2016

I. J. B. F. Adan,
J. Wessels and
W. H. M. Zijm
I. J. B. F. Adan*
Affiliation:
Eindhoven University of Technology
J. Wessels*
Affiliation:
Eindhoven University of Technology
W. H. M. Zijm*
Affiliation:
University of Twente
*
* Postal address: Eindhoven University of Technology, Department of Mathematics and Computing Science, PO Box 513, 5600 MB Eindhoven, The Netherlands.
** Postal address: Eindhoven University of Technology, Department of Mathematics and Computing Science, PO Box 513, 5600 MB Eindhoven, The Netherlands. Also affiliated to the International Institute for Applied Systems Analysis, Laxenburg, Austria.
** Postal address: University of Twente, Department of Mechanical Engineering, Enschede, The Netherlands.
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Abstract

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.

Keywords

EQUILIBRIUM DISTRIBUTIONQUEUESRANDOM WALKS

MSC classification

Primary:60K25: Queueing theory
Secondary:90B22: Queues and service

Information

Type
Research Article
Information
Advances in Applied Probability , Volume 25 , Issue 4 , December 1993, pp. 783 - 817
Copyright
Copyright © Applied Probability Trust 1993 

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