Rare event asymptotics for a random walk in the quarter plane (Q622613)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Rare event asymptotics for a random walk in the quarter plane |
scientific article |
Statements
Rare event asymptotics for a random walk in the quarter plane (English)
0 references
3 February 2011
0 references
Random walks in a quarter plane have been studied by several authors [see e.g. \textit{G. Fayolle} and \textit{R. Iasnogorodski}, Z. Wahrscheinlichkeitstheor. Verw. Geb. 47, 325--351 (1979; Zbl 0395.68032); \textit{G. Fayolle, R. Iasnogorodski} and \textit{V. Malyshev}, Random walks in the quarter-plane. Algebraic methods, boundary value problems and applications. Berlin: Springer (1999; Zbl 0932.60002); \textit{J. W. Cohen} and \textit{O. J. Boxma}, Boundary value problems in queueing system analysis. Amsterdam - New York - Oxford: North-Holland Publishing Company (1983; Zbl 0515.60092)]. This paper presents new analytic techniques for deriving asymptotic expressions for the occurrence of rare events for a random walk in the quarter plane. The results are applied for tandem queues with Poisson arrivals, exponential service times and coupled processors. The authors derive the functional equation for the bivariate generating function of the queue-lengths and investigate it. For the asymptotic analysis of large queue-lengths they combine the kernel method for functional equations with boundary value problems and singularity analysis.
0 references
boundary value problems
0 references
random walks in the quarter plane
0 references
rare events
0 references
queuing theory
0 references
singularity analysis
0 references
tail decay rate
0 references
large deviations
0 references
0 references
0 references
0 references
0 references
0 references
0 references