论文标题

特定类别的二维随机步行的有限补偿程序

A finite compensation procedure for a certain class of two-dimensional random walks

论文作者

Adan, Ivo J. B. F., Dimitriou, Ioannis

论文摘要

通过排队应用的启发,我们考虑了一定类别的二维随机步行,它们的不变度量被写成有限数量的产品形式项的线性组合。在这项工作中,我们调查在哪些条件下可以通过采用有限补偿程序来得出这种优雅的解决方案。条件是根据内部区域,边界和起源的过渡概率之间的关系提出的。还对这些条件的重要性进行了详尽的讨论。

Motivated by queueing applications, we consider a certain class of two-dimensional random walks for which their invariant measure is written as a linear combination of a finite number of product-form terms. In this work, we investigate under which conditions such an elegant solution can be derived by applying a finite compensation procedure. The conditions are formulated in terms of relations among the transition probabilities in the inner area, the boundaries as well as the origin. A thorough discussion on the importance of these conditions is also given.

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