Delayed Random Walks.
Abstract
By a delayed random walk is meant a partial sum process of independent random variables in which the first N summands (N random) are distributed F1,...,FN, respectively, while all remaining summands are distributed FO, where (Fk, k = or > O) is a sequence of proper distribution functions on the real line. Delayed random walks arise naturally in the study of certain generalized single server queues. The author is concerned primarily with optimal times of the process such as the epoch of first entry into the negative half-line, because these are of great interest for queueing.
Document Details
- Document Type
- Technical Report
- Publication Date
- Sep 01, 1972
- Accession Number
- AD0752755
Entities
People
- Austin J. Lemoine
Organizations
- University of Texas at Austin