Analysis of exact tail asymptotics for singular random walks in the quarter plane

被引:8
|
作者
Li, Hui [1 ]
Tavakoli, Javad [2 ]
Zhao, Yiqiang Q. [3 ]
机构
[1] Mt St Vincent Univ, Dept Math, Halifax, NS B3M 2J6, Canada
[2] Univ British Columbia Okanagan, Dept Math & Stat, Kelowna, BC V1V 1V7, Canada
[3] Carleton Univ, Sch Math & Stat, Ottawa, ON K1S 5B6, Canada
关键词
Singular random walks in the quarter plane; Generating functions; Stationary probabilities; Kernel method; Asymptotic analysis; Dominant singularity; Exact tail asymptotics; QBD PROCESSES;
D O I
10.1007/s11134-012-9321-y
中图分类号
TP39 [计算机的应用];
学科分类号
081203 ; 0835 ;
摘要
In this paper, we consider all singular cases of random walks in the quarter plane. Specifically, exact light tail asymptotics for stationary probabilities are obtained for all singular random walks.
引用
收藏
页码:151 / 179
页数:29
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