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Erratum to: Queueing Syst (2013) 74:235–272 DOI 10.1007/s11134-012-9332-8
Contrary to what we claimed in [5], the solution to the Riemann–Hilbert problem (4) considered in [5] for some domain \(D_x\) is in general not the restriction to \(D_x\) of the solution to the modified Riemann–Hilbert problem (6) in [5]. This occurs only when \(D_x\) is a circle, which is not the case considered in that paper. To solve problem (4), we have to consider the conformal mapping \(\gamma _x(x)\) from \(D_x\) onto the unit disk \(D\). We are thus led to consider a modified version of the Riemann–Hilbert problem (5) formulated in that paper.
Modified boundary value problem
To compute the function \(P(x,0)\), by using arguments similar to those in [5], we consider the function \(P_x(x)\) given by Eq. (20) in [5], namely
The function \(P_x(x)\) is analytic in \(D_x\) and satisfies for \(x\in \partial D_x\) and \(y=Y^*(x)\)
To solve this problem, we consider the conformal mapping \(\gamma _x(x)\) from \(D_x\) onto the unit disk. This conformal mapping can be chosen to preserve the symmetry with respect to the horizontal axis and to satisfy \(\gamma _x(X^+(y_1))=-1\) and \(\gamma _x(X^+(y_2))=1\). Moreover, by imposing the condition \(\gamma _x(0)=0\), the conformal mapping \(\gamma _x(x)\) is unique.
We are then led to consider the following problem on the unit circle: The function \(P_x(c_x(u))\) is analytic in the unit disk \(D\) and satisfies for \(u\) on the unit circle \(C\)
where \(c_x(u)\) is the inverse of \(\gamma _x(x)\) and maps the unit disk onto the domain \(D_x\).
The above Riemann–Hilbert problem is of the following form: Find a function which is analytic in \(D\), continuous in the closure \(\overline{D}\) of the unit disk, and satisfies
Since, by construction, the function \(f(u)\) is real on the real axis, it is possible to define by the reflection principle [3] the function \(g(u) = \overline{f(1/\overline{u})}\), which is analytic in \(\mathbb {C}\setminus \overline{D}\). The function \(f(u)\) (resp. \(g(u)\)) is the restriction to \(D\) (resp. \(\mathbb {C}\setminus \overline{D}\)) of the sectionally analytic function \(F(u)\), which satisfies the following Riemann–Hilbert problem: Find a sectionally analytic function \(F(u)\) with respect to the unit circle, bounded at infinity (\(F(\infty ) = f(0)\)) and such that for \(u \in C\)
where \(F^i(u)\) (resp. \(F^e(u)\)) is the interior (resp. exterior) limit of the function \(F(u)\) on the unit circle.
The solution to this problem, when it exists, is given by [2]
where \(Q(u)\) is a polynomial, which can be determined by using the conditions at infinity, the function \(C(u)\) is given by
and the function \(\phi (u)\) is defined by
with \(\kappa \) denoting the index of the Riemann–Hilbert problem and \(\phi ^{(i)}(u)\) being the interior limit of the function \(\phi (u)\) on the unit circle. When \(\kappa <0\), the solution to the Riemann–Hilbert problem exists and is unique if and only if for \(k=0, \ldots ,|\kappa |-1\)
in that case, the polynomial \(P(u)\equiv 0\). When \(\kappa =0\), the solution is unique and \(P(u)\) is a constant.
Conformal map
We determine in this section the conformal mapping \(\gamma _x(x)\) from the domain \(D_x\) onto the unit disk.
Let \(w_x(x)\) be the conformal gluing function for the shift transformation \(t_x(x)\) and the contour \(\partial D_x\), where
The function \(w_x(x)\) is solution to the Carleman problem
for \(x \in \partial D_x\). As proved in [8], the function \(w_x(x)\) conformally transforms the domain \(D_x\) onto the complex plane deprived of the positively oriented arc \(L_x\) joining the points \(w_x(X^+(y_2))\) and \(w_x(X^+(y_1))\).
For the case under consideration, the conformal gluing function \(w_x(t)\) is given in [1] and [7, Remark 16] by
It is worth noting that \(w_x(x)\) is real for \(x\in \partial D_x\) and that
Using the fact that for reals \(a<b\) the function \(v(a,b;x)\) defined by
conformally maps the complex plane deprived of the segment \([a,b]\) onto the unit disk, the conformal mapping \(\gamma _x(x)\) is given by
The function \(w_x(x)\) takes value in \([w_x(X^+(y_1)),w_x(X^+(y_2))]\) for \(x\in [x_3,x_4]\). It can then be shown that the equation with degree three \(w_x(t)=w_x(x)\) for \(x\in [x_3,x_4]\) has three solutions, namely \(x\), \(Y^*(x)/((1-p)x)\) and \(Y_*(x)/((1-p)x)\). Since \(Y^\pm ([x_3,x_4])= \partial D_x\), we deduce that the conformal mapping \(\gamma _x(x)\) can be analytically continued in the whole of \(\mathbb {C}\setminus [x_3,x_4]\) with an algebraic singularity at point \(x_3\).
Solution of the corrected boundary value problem for \(P(x,0)\)
By using the above results, Eq. (34) in [5] should then read for \(x\in D_x\) (when \(p\le p^*\), the index \(\kappa _x=0\))
where the kernel \(k_x(x,z)\) is given by
The kernel \(k_x(x,z)\) is defined for \(x \in D_x\) and when \(x=z\in D_x\), \(k_x(x,z)=1\).
The function \(\varphi ^{(1)}_x(x)\) can be continued by setting
where \(V_x\) is the domain of analyticity of the function \(\log (A_x(x))\).
Similarly, Eq. (37) in [5] should read
Eq. (35) is erroneous.
The function \(P(x,0)\) is eventually given by
where
with \(\varphi _x^{(1)}(x)\) as in (3) and \(\varphi _x^{(2)}(x)\) as in (4), \(K_x\) is some constant, and the function \(B_x(x)\) defined by Eq. (31) in [5].
Solution of the corrected boundary value problem for \(P(0,y)\)
For determining the function \(P(0,y)\), the conformal mapping \(\gamma _y(y)\) from the domain \(D_y\) onto the unit disk is required, which is given by (see [1, 10])
where
with \(\alpha = Y^*(x_2)/(1+p)\) and \(\eta \) is any constant in \(\left( 0,\alpha \right) \). In the following, we take \(\eta = \alpha /2\). By using similar arguments as those for the conformal mapping \(\gamma _x(x)\), we can prove that the conformal mapping \(\gamma _y(y)\) is analytic in \(D(0,y_3)\) with continuous limits on the boundary.
Equation (51) in [5] should read
where the kernel \(k_y(y,z)\) is defined by
The interior limit of \(\phi _y(y)\) on the contour \(\partial D_y\) is defined by
The restriction to \(D_y\) of the function \(\phi _y(y)\) coincides with the restriction to \(D_y\) of the function \(\varphi _y(y)\) defined by
which is a meromorphic function in \(\mathbb {C}\setminus [y_3,\infty )\) with a pole at the point \(y^{**}\).
The function \(P(0,y)\) is given in \(\mathbb {C}\setminus [y_3,y_4]\) by
where \(B_y(y)\) is given by Eq. (50) in [5] and \(K_y\) is a constant as in Eq. (56) in [5].
Asymptotic analysis
In spite of these modifications, the asymptotic analysis given in Sect. 6 of [5] is correct; the factors \(\kappa _1\) and \(\kappa _2\) should be computed by using the new formulas giving \(P(0,y^*)\) and \(P(0,0)\) depending on the conformal mapping \(\gamma _y(y)\).
The same flaw occurs in [6] but the asymptotic analysis is also correct.
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Guillemin, F., Knessl, C. & van Leeuwaarden, J.S.H. Erratum to: Wireless three-hop networks with stealing II: exact solutions through boundary value problems. Queueing Syst 78, 189–195 (2014). https://doi.org/10.1007/s11134-014-9418-6
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DOI: https://doi.org/10.1007/s11134-014-9418-6