Khintchine–Pollaczek formula for random walks whose steps have one geometric tail

Robert O. Bauer

    Research output: Contribution to journalArticlepeer-review

    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 languageEnglish (US)
    Pages (from-to)109-119
    Number of pages11
    JournalAnnals of Operations Research
    Volume223
    Issue number1
    DOIs
    StatePublished - Dec 2014

    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

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