Moments based approximation for the stationary distribution of a random walk in Z+ with an application to the M/GI/1/n queueing system

DOI10.1239/JAP/1014842287MaRDI QIDQ4503229zbMATH OpenOpenAlexFDO

Authors F. Simonot

Publication date 22 April 2001

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1239/jap/1014842287

zbMATH Keywords

convergence ratecouplingLindley process

Mathematics Subject Classification ID

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

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Cited in

(9)

• Simulated annealing with a potential function with discontinuous gradient on \(\mathbb R^d\)
• The embedded random walk in the stationary M/M/1 queue
• scientific article; zbMATH DE number 431640 (Why is no real title available?)
• The Pointwise Stationary Approximation for Mt/Mt/s Queues Is Asymptotically Correct As the Rates Increase
• On the existence of submultiplicative moments for the stationary distributions of some Markovian random walks
• Approximating last-exit probabilities of a random walk, by application to conditional queue length moments within busy periods of M/GI/1 queues
• The geometric convergence rate of a Lindley random walk
• On the Stationary Distribution of theGI^X/M^Y/1 Queueing System
• Heavy traffic analysis of a random walk on a lattice semi-strip

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