Author:
Brown Mark,Peköz Erol A.,Ross Sheldon M.
Abstract
A random walk that is skip-free to the left can only move down one level at a time but can skip up several levels. Such random walk features prominently in many places in applied probability including queuing theory and the theory of branching processes. This article exploits the special structure in this class of random walk to obtain a number of simplified derivations for results that are much more difficult in general cases. Although some of the results in this article have appeared elsewhere, our proof approach is different.
Publisher
Cambridge University Press (CUP)
Subject
Industrial and Manufacturing Engineering,Management Science and Operations Research,Statistics, Probability and Uncertainty,Statistics and Probability
Cited by
14 articles.
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