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

DOI10.1017/S0269964814000199zbMATH Open1370.60173arXiv1312.2746OpenAlexW3105088110MaRDI QIDQ5358024FDOQ5358024

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)

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.

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

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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)

Cites Work

• Applied Probability and Queues
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• Light tail asymptotics in multidimensional reflecting processes for queueing networks
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• Structure-reversibility and departure functions of queueing networks with batch movements and state dependent routing

Cited In (2)

• Title not available (Why is that?)
• Asymptotic hitting distribution for a reflected random walk in the positive quadrant

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