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

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Abstract

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.

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Authors and Affiliations

  1. Department of Mathematics, Mount Saint Vincent University, Halifax, B3M 2J6, NS, Canada

    Hui Li

  2. Department of Mathematics and Statistics, University of British Columbia Okanagan, Kelowna, V1V 1V7, BC, Canada

    Javad Tavakoli

  3. School of Mathematics and Statistics, Carleton University, Ottawa, K1S 5B6, ON, Canada

    Yiqiang Q. Zhao

Authors
  1. Hui Li
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  2. Javad Tavakoli
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  3. Yiqiang Q. Zhao
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Correspondence to Yiqiang Q. Zhao.

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Li, H., Tavakoli, J. & Zhao, Y.Q. Analysis of exact tail asymptotics for singular random walks in the quarter plane. Queueing Syst 74, 151–179 (2013). https://doi.org/10.1007/s11134-012-9321-y

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  • DOI: https://doi.org/10.1007/s11134-012-9321-y

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