Khintchine-Pollaczek formula for random walks whose steps have one geometric tail
Probability
2012-10-17 v3
Abstract
We derive a Khinchine-Pollaczek formula for random walks whose steps have a geometric left tail. The construction rests on the memory-less property of the geometric distribution. An example from a tandem queue modeling dynamic instability in microtubules is given.
Keywords
Cite
@article{arxiv.1110.0262,
title = {Khintchine-Pollaczek formula for random walks whose steps have one geometric tail},
author = {Robert O. Bauer},
journal= {arXiv preprint arXiv:1110.0262},
year = {2012}
}