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

来源：

QUEUEING SYSTEMS | 2013年 / 74卷 / 2-3期

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

页码：151 / 179

页数：29

共 50 条

[31] Exact tail asymptotics of aggregated parametrised risk
Hashorva, Enkelejd
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2013, 400 (01) : 187 - 199
[32] Martingale approach to subexponential asymptotics for random walks
Denisov, Denis
Wachtel, Vitali
ELECTRONIC COMMUNICATIONS IN PROBABILITY, 2012, 17 : 1 - 9
[33] ON RANDOM-WALKS IN A PLANE
CSAKI, E
MOHANTY, SG
SARAN, J
ARS COMBINATORIA, 1990, 29 : 309 - 318
[34] RANDOM-WALKS IN A QUARTER PLANE WITH ZERO DRIFTS .1. ERGODICITY AND NULL RECURRENCE
FAYOLLE, G
MALYSHEV, VA
MENSHIKOV, MV
ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 1992, 28 (02): : 179 - 194
[35] Moment Asymptotics for Multitype Branching Random Walks in Random Environment
Guen, Onur
Koenig, Wolfgang
Sekulovic, Ozren
JOURNAL OF THEORETICAL PROBABILITY, 2015, 28 (04) : 1726 - 1742
[36] ASYMPTOTICS FOR DIRECTED RANDOM-WALKS IN RANDOM-ENVIRONMENTS
HORVATH, L
SHAO, QM
ACTA MATHEMATICA HUNGARICA, 1995, 68 (1-2) : 21 - 36
[37] Moment Asymptotics for Multitype Branching Random Walks in Random Environment
Onur Gün
Wolfgang König
Ozren Sekulović
Journal of Theoretical Probability, 2015, 28 : 1726 - 1742
[38] Exact results for the diamond lattice Green function with applications to uniform random walks in a plane
Joyce, G. S.
JOURNAL OF PHYSICS A-MATHEMATICAL AND THEORETICAL, 2017, 50 (42)
[39] Exact parabolic asymptotics for singular n-D Burgers' random fields: Gaussian approximation
Leonenko, NN
Woyczynski, WA
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 1998, 76 (02) : 141 - 165
[40] Mating of discrete trees and walks in the quarter-plane
Biane, Philippe
ELECTRONIC JOURNAL OF COMBINATORICS, 2021, 28 (03):

← 1 2 3 4 5 →