Asymptotic behavior of the stationary probabilities for two-dimensional positive random walks

DOI10.1007/BF00967270zbMATH Open0307.60060OpenAlexW2052859927MaRDI QIDQ1218232FDOQ1218232

Authors: V. A. Malyshev 

Publication date: 1973

Published in: Siberian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00967270

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50)

Cites Work

• Laplace's method for two parameters
• Title not available (Why is that?)

Cited In (13)

• Exact tail asymptotics in a priority queue -- characterizations of the preemptive model
• Random walks in \((\mathbb Z_+)^2\) with non-zero drift absorbed at the axes
• Malyshev's theory and JS-queues. Asymptotics of stationary probabilities
• The kernel method tail asymptotics analytic approach for stationary probabilities of two-dimensional queueing systems
• Asymptotic behavior of the occupancy density for obliquely reflected Brownian motion in a half-plane and Martin boundary
• Wiener-Hopf equations and their applications in probability theory
• The generalized join the shortest orbit queue system: stability, exact tail asymptotics and stationary approximations
• Asymptotics for the Green's functions of a transient reflected Brownian motion in a wedge
• Tail asymptotics for a generalized two-demand queueing model -- a kernel method
• Tail asymptotics in any direction of the stationary distribution in a two-dimensional discrete-time QBD process
• Exact tail asymptotics for a two-stage queue: complete solution
• Decay rates for quasi-birth-and-death processes with countably many phases and tridiagonal block generators
• Reflected Brownian motion in the quadrant: Tail behavior of the stationary distribution

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