A COMPENSATION APPROACH FOR 2-DIMENSIONAL MARKOV-PROCESSES

Citation
Ijbf. Adan et al., A COMPENSATION APPROACH FOR 2-DIMENSIONAL MARKOV-PROCESSES, Advances in Applied Probability, 25(4), 1993, pp. 783-817
Citations number
25
Categorie Soggetti
Statistic & Probability","Statistic & Probability
ISSN journal
00018678
Volume
25
Issue
4
Year of publication
1993
Pages
783 - 817
Database
ISI
SICI code
0001-8678(1993)25:4<783:ACAF2M>2.0.ZU;2-Z
Abstract
Several queueing processes may be modeled as random walks on a multidi mensional grid. In this paper the equilibrium distribution for the cas e of a two-dimensional grid is considered. In previous research it has been shown that for some two-dimensional random walks the equilibrium distribution has the form of an infinite series of products of powers which can be constructed with a compensation procedure. The object of the present paper is to investigate under which conditions such an el egant solution exists and may be found with a compensation approach. T he conditions can be easily formulated in terms of the random behaviou r in the inner area and the drift on the boundaries.