A compensation approach for two-dimensional Markov processes

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Several queueing processes may be modelled as random walks on a multi-dimensional grid. In this paper the equilibrium distribution for the case of a two-dimensional grid is considered. In previous research it has been shown that for some two-dimensional random walks the equilibrium distribution has the form of an infinite series of products of powers which can be constructed with a compensation procedure. The object of the present paper is to investigate under which conditions such an elegant solution exists and may be found with a compensation approach. The conditions can be easily formulated in terms of the random behaviour in the inner area and the drift on the boundaries.
Originele taal-2Engels
Plaats van productieEindhoven
UitgeverijTechnische Universiteit Eindhoven
Aantal pagina's30
StatusGepubliceerd - 1991

Publicatie series

NaamMemorandum COSOR
ISSN van geprinte versie0926-4493

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  • Citeer dit

    Adan, I. J. B. F., Wessels, J., & Zijm, W. H. M. (1991). A compensation approach for two-dimensional Markov processes. (Memorandum COSOR; Vol. 9128). Technische Universiteit Eindhoven.