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

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

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Article ID: iaor20132895
Volume: 74
Issue: 2
Start Page Number: 151
End Page Number: 179
Publication Date: Jun 2013
Journal: Queueing Systems
Authors: , ,
Keywords: random walk
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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