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

DOI10.1287/OPRE.34.3.449MaRDI QIDQ3753211zbMATHOpenAlexFDO

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

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)

Recommendations

• Random walks, heat equation and distributed algorithms
• scientific article; zbMATH DE number 766205
• Phase transition in one-dimensional random walk with partially reflecting boundaries
• One-Dimensional Random Walk in Alternating Homogeneous Domains
• scientific article; zbMATH DE number 440645

Cited in

(3)

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

This page was built for publication: An Algorithm to Compute the Equilibrium Distribution of a One-Dimensional Bounded Random Walk

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3753211)