{"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":0,"journal":{"name":"","volume":null,"pages":null},"PeriodicalIF":0.0,"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\":0,\"journal\":{\"name\":\"\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":0.0,\"publicationDate\":\"2023-09-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://www.sciencedirect.com/science/article/pii/S0019357723000538\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"","FirstCategoryId":"100","ListUrlMain":"https://www.sciencedirect.com/science/article/pii/S0019357723000538","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","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.