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

作者：Li Hui; Tavakoli Javad; Zhao Yiqiang Q^*

来源：Queueing Systems, 2013, 74(2-3): 151-179.

DOI：10.1007/s11134-012-9321-y

• Singular random walks in the quarter plane
• Generating functions
• Stationary probabilities
• Kernel method
• Asymptotic analysis
• Dominant singularity
• Exact tail asymptotics

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.

• 出版日期2013-6