Structure-reversibility of a two-dimensional reflecting random walk and its application to queueing network

DOI10.1017/S0269964814000199MaRDI QIDQ5358024zbMATH OpenOpenAlexFDO

Authors Masahiro Kobayashi, Masakiyo Miyazawa, Hiroshi Shimizu

Publication date 19 September 2017

Published in Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1312.2746

Mathematics Subject Classification ID

Queues and service in operations research (90B22) Queueing theory (aspects of probability theory) (60K25) Sums of independent random variables; random walks (60G50)

Abstract: We consider a two dimensional reflecting random walk on the nonnegative integer quadrant. It is assumed that this reflecting random walk has skip free transitions. We are concerned with its time reversed process assuming that the stationary distribution exists. In general, the time reversed process may not be a reflecting random walk. In this paper, we derive necessary and sufficient conditions for the time reversed process also to be a reflecting random walk. These conditions are different from but closely related to the product form of the stationary distribution.

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• Applied Probability and Queues
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• Structure-reversibility and departure functions of queueing networks with batch movements and state dependent routing

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(4)

• Asymptotic hitting distribution for a reflected random walk in the positive quadrant
• Recurrence of two-dimensional queueing processes, and random walk exit times from the quadrant
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