{"title":"一类二维随机游动的有限补偿过程","authors":"Ivo J.B.F. Adan , Ioannis Dimitriou","doi":"10.1016/j.indag.2023.05.007","DOIUrl":null,"url":null,"abstract":"<div><p><span><span>Motivated by queueing applications, we consider a class of two-dimensional random walks, the invariant measure of which can be written as a </span>linear combination of a finite number of product-form terms. In this work, we investigate under which conditions such an elegant solution can be derived by applying a finite compensation procedure. The conditions are formulated in terms of relations among the </span>transition probabilities in the inner area, the boundaries as well as the origin. A discussion on the importance of these conditions is also given.</p></div>","PeriodicalId":56126,"journal":{"name":"Indagationes Mathematicae-New Series","volume":"34 5","pages":"Pages 891-935"},"PeriodicalIF":0.5000,"publicationDate":"2023-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"A finite compensation procedure for a class of two-dimensional random walks\",\"authors\":\"Ivo J.B.F. Adan , Ioannis Dimitriou\",\"doi\":\"10.1016/j.indag.2023.05.007\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<div><p><span><span>Motivated by queueing applications, we consider a class of two-dimensional random walks, the invariant measure of which can be written as a </span>linear combination of a finite number of product-form terms. In this work, we investigate under which conditions such an elegant solution can be derived by applying a finite compensation procedure. The conditions are formulated in terms of relations among the </span>transition probabilities in the inner area, the boundaries as well as the origin. A discussion on the importance of these conditions is also given.</p></div>\",\"PeriodicalId\":56126,\"journal\":{\"name\":\"Indagationes Mathematicae-New Series\",\"volume\":\"34 5\",\"pages\":\"Pages 891-935\"},\"PeriodicalIF\":0.5000,\"publicationDate\":\"2023-09-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Indagationes Mathematicae-New Series\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://www.sciencedirect.com/science/article/pii/S0019357723000538\",\"RegionNum\":4,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"MATHEMATICS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Indagationes Mathematicae-New Series","FirstCategoryId":"100","ListUrlMain":"https://www.sciencedirect.com/science/article/pii/S0019357723000538","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"MATHEMATICS","Score":null,"Total":0}
A finite compensation procedure for a class of two-dimensional random walks
Motivated by queueing applications, we consider a class of two-dimensional random walks, the invariant measure of which can be written as a linear combination of a finite number of product-form terms. In this work, we investigate under which conditions such an elegant solution can be derived by applying a finite compensation procedure. The conditions are formulated in terms of relations among the transition probabilities in the inner area, the boundaries as well as the origin. A discussion on the importance of these conditions is also given.
期刊介绍:
Indagationes Mathematicae is a peer-reviewed international journal for the Mathematical Sciences of the Royal Dutch Mathematical Society. The journal aims at the publication of original mathematical research papers of high quality and of interest to a large segment of the mathematics community. The journal also welcomes the submission of review papers of high quality.