Analysis of exact tail asymptotics for singular random walks in the quarter plane (Q2375752)

The paper considers random walks in the quarter plane. Let \({p_{ij}},i,j = 0, \pm 1\) be transition probabilities of the walk inside the quarter plane. The walk is said to be singular if \(h(x,y) = xy\left( {\sum\limits_{i = - 1}^1 {\sum\limits_{j = - 1}^1 {{p_{i,j}}{x^i}{y^j}} - 1} } \right)\), as a polynomial of two complex variables \(x\) and \(y\), is either reducible or of degree one in at least one variable. The paper gives exact light tail asymptotics for stationary distribution for all eight possible different cases for the singular random walks.