An Algorithm to Compute the Equilibrium Distribution of a One-Dimensional Bounded Random Walk

DOI10.1287/OPRE.34.3.449zbMATH Open0612.60061OpenAlexW2077311941MaRDI QIDQ3753211FDOQ3753211

Authors: C. B. Winsten, Michael J. Fryer 

Publication date: 1986

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/opre.34.3.449

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zbMATH Keywords

boundary conditionsrounding errorsequilibrium distribution

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Sums of independent random variables; random walks (60G50)

Cited In (3)

• Numerical Methods for Integral Equations of the Second Kind with NonSmooth Solutions of Bounded Variation
• Duality properties of a one-dimensional random walk and a new computational algorithm
• New approach for finding basic performance measures of single server queue

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