Abstract
We derive a Khinchine–Pollaczek formula for random walks whose steps have a geometric left tail. The construction rests on the memory-less property of the geometric distribution. An example from a tandem queue modeling dynamic isnstability for microtubules is given.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 109-119 |
| Number of pages | 11 |
| Journal | Annals of Operations Research |
| Volume | 223 |
| Issue number | 1 |
| DOIs | |
| State | Published - Dec 2014 |
| Externally published | Yes |
Keywords
- Dynamic instability
- Geometric tails
- Khintchine–Pollaczek formula
- Ladder heights
- Microtubules
- Tandem queue
ASJC Scopus subject areas
- Decision Sciences(all)
- Management Science and Operations Research