Abstract
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 isnstability for microtubules is given.
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Acknowledgments
Research supported in part by NSA Grant H98230-10-1-0193
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Bauer, R.O. Khintchine–Pollaczek formula for random walks whose steps have one geometric tail. Ann Oper Res 223, 109–119 (2014). https://doi.org/10.1007/s10479-014-1613-7
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DOI: https://doi.org/10.1007/s10479-014-1613-7
Keywords
- Khintchine–Pollaczek formula
- Ladder heights
- Geometric tails
- Tandem queue
- Dynamic instability
- Microtubules