On Random Walks with Barriers and their Application to Queues

Walter Böhm, Sri Gopal Mohanty

Publication: Working/Discussion PaperWU Working Paper

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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)
Original languageEnglish
Place of PublicationVienna
PublisherDepartment of Statistics and Mathematics, WU Vienna University of Economics and Business
Publication statusPublished - 1991

Publication series

NameForschungsberichte / Institut für Statistik

WU Working Paper Series

  • Forschungsberichte / Institut für Statistik

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