On partially homogeneous nearest-neighbour random walks in the quarter plane and their application in the analysis of two-dimensional queues with limited state-dependency

DOI10.1007/S11134-021-09705-YzbMATH Open1475.60179arXiv2012.06828OpenAlexW3159892760MaRDI QIDQ2052944FDOQ2052944

Authors: Ioannis Dimitriou 

Publication date: 29 November 2021

Published in: Queueing Systems (Search for Journal in Brave)

Abstract: This work deals with the stationary analysis of two-dimensional partially homogeneous nearest-neighbour random walks. Such type of random walks are characterized by the fact that the one-step transition probabilities are functions of the state-space. We show that its stationary behaviour is investigated by solving a finite system of linear equations, two matrix functional equations, and a functional equation with the aid of the theory of Riemann (-Hilbert) boundary value problems. This work is strongly motivated by emerging applications in flow level performance of wireless networks that give rise in queueing models with scalable service capacity, as well as in queue-based random access protocols, where the network's parameters are functions of the queue lengths. A simple numerical illustration, along with some details on the numerical implementation are also presented.

Full work available at URL: https://arxiv.org/abs/2012.06828

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zbMATH Keywords

boundary value problemstationary distributionnearest-neighbour random walklimited state-dependency

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Queues and service in operations research (90B22) Queueing theory (aspects of probability theory) (60K25) Performance evaluation, queueing, and scheduling in the context of computer systems (68M20)

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Cited In (3)

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• On a class of two-dimensional nearest-neighbour random walks

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