On Random Walks with Barriers and their Application to Queues

Böhm, Walter and Mohanty, Sri Gopal (1991) On Random Walks with Barriers and their Application to Queues. Forschungsberichte / Institut für Statistik, 21. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.


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The n-step transition probabilities of a random walk with two barriers, each being either reflecting or absorbing are considered on the basis of a simple renewal argument. The relation of these walks to queueing problems is pointed out and the distributions of the queue length in the finite capacity case, the same during a busy period and of the maximum queue length are derived for discrete time models. By taking the limit the solutions of continuous time models are derived, verifying some known results. (author's abstract)

Item Type: Paper
Divisions: Departments > Finance, Accounting and Statistics > Statistics and Mathematics
Depositing User: Repository Administrator
Date Deposited: 11 Jul 2006 07:54
Last Modified: 22 Oct 2019 00:40
URI: https://epub.wu.ac.at/id/eprint/484


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