Khintchine-Pollaczek formula for random walks whose steps have one geometric tail

Details Khintchine-Pollaczek formula for random walks whose steps have one geometric tail Khintchine-Pollaczek formula for random walks whose steps have one geometric tail

2011-10-03

arxiv.org/abs/1110.0262v2

Mathematics

Probability

Scientific paper

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.

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