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 - 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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