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

$$\begin{aligned} P_x(x) = P(x,0)-\frac{R_x}{x-x^*}+P(0,0). \end{aligned}$$

The function \(P_x(x)\) is analytic in \(D_x\) and satisfies for \(x\in \partial D_x\) and \(y=Y^*(x)\)

$$\begin{aligned} \mathfrak {R}\left( i\frac{h_2(x,y)}{h_3(x,y)}P_x(x)\right) = \mathfrak {I}\left( \frac{R_xh_2(x,y)}{h_3(x,y)(x-x^*)} \right) . \end{aligned}$$
(1)

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 \(C\)

$$\begin{aligned} \mathfrak {R}\left( i\frac{h_2(c_x(u),Y^*(c_x(u)))}{h_3(c_x(u),Y^*(c_x(u)))}P_x(c_x(u))\right) = \mathfrak {I}\left( \frac{R_xh_2(c_x(u),Y^*(c_x(u)))}{h_3(c_x(u),Y^*(c_x(u)))(c_x(u)-x^*)} \right) , \end{aligned}$$

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

$$\begin{aligned} \mathfrak {R}(ia(u)f(u)) = c(u). \end{aligned}$$

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 \(u \in C\)

$$\begin{aligned} a(u)F^i(u) -\overline{a(u)}F^e(u) = -2ic(u), \end{aligned}$$

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]

$$\begin{aligned} F(u) = \frac{\phi ^i(u)}{2i\pi } \int _{C}\frac{C(z)}{\phi ^{(i)}(z)(z-u)}dz + Q(u) \phi (u), \end{aligned}$$

where \(Q(u)\) is a polynomial, which can be determined by using the conditions at infinity, the function \(C(u)\) is given by

$$\begin{aligned} C(u) = -2i \frac{c(u)}{a(u)}, \end{aligned}$$

and the function \(\phi (u)\) is defined by

$$\begin{aligned} \phi (u) = \left\{ \begin{array}{ll} \displaystyle \exp \left( \frac{1}{2i\pi }\int _C \log \left( z^{-\kappa } \frac{\overline{a(z)}}{a(z)} \right) \frac{dz}{z-u} \right) , &{} u \in D,\\ \displaystyle \frac{1}{u^\kappa }\exp \left( \frac{1}{2i\pi }\int _C \log \left( z^{-\kappa } \frac{\overline{a(z)}}{a(z)} \right) \frac{dz}{z-u} \right) , &{} u \in \mathbb {C}\setminus \overline{D}, \end{array}\right. \end{aligned}$$

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 \(k=0, \ldots ,|\kappa |-1\)

$$\begin{aligned} \int _{C}\frac{z^k C(z)}{\phi ^{(i)}(z)} dz = 0; \end{aligned}$$

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

$$\begin{aligned} t_x(x) \mathop {=}\limits ^{def} \overline{x} = \frac{Y^*(x)}{(1-p)x}. \end{aligned}$$

The function \(w_x(x)\) is solution to the Carleman problem

$$\begin{aligned} w_x(t_x(x)) = w_x(x) \end{aligned}$$

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

$$\begin{aligned} w_x(t) = \frac{t}{(t-x_2)\left( t-\sqrt{\frac{1+p}{(1-p)^2x_2}}\right) ^2}. \end{aligned}$$

It is worth noting that \(w_x(x)\) is real for \(x\in \partial D_x\) and that

$$\begin{aligned} w_x(X^+(y_1))<w_x(X^+(y_2)). \end{aligned}$$

Using the fact that for reals \(a<b\) the function \(v(a,b;x)\) defined by

$$\begin{aligned} v(a,b;x) = \frac{\sqrt{\frac{x-a}{x-b}}-1}{\sqrt{\frac{x-a}{x-b}}+1} \end{aligned}$$

conformally maps the complex plane deprived of the segment \([a,b]\) onto the unit disk, the conformal mapping \(\gamma _x(x)\) is given by

$$\begin{aligned} \gamma _x(x) = v(w_x(X^+(y_1)),w_x(X^+(y_2));w_x(x)). \end{aligned}$$

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 \(\kappa _x=0\))

$$\begin{aligned} \varphi ^{(1)}_x(x) = \exp \left( \frac{1}{2i\pi } \int _{\partial D_x} \frac{\log (A_x(z))}{z-x}k_x(x,z)dz \right) , \end{aligned}$$
(2)

where the kernel \(k_x(x,z)\) is given by

$$\begin{aligned} k_x(x,z) = \frac{(z-x)\gamma _x'(z)}{\gamma _x(z)-\gamma _x(x)}. \end{aligned}$$

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

$$\begin{aligned}&\varphi ^{(1)}_x(x)= \nonumber \\&\quad \left\{ \begin{array}{l} \displaystyle \exp \left( \frac{1}{2i\pi } \int _{\partial D_x} \frac{\log (A_x(z))}{z-x}k_x(x,z)dz \right) , \text{ for } x \in {D_x},\\ \displaystyle A_x(x) \exp \left( \frac{1}{2i\pi } \int _{\partial D_x} \frac{\log (A_x(z))}{z-x}k_x(x,z)dz \right) , \text{ for } x \in \overline{D_x}^c\cap V_x\cap D(0,x_3), \end{array}\right. \nonumber \\ \end{aligned}$$
(3)

where \(V_x\) is the domain of analyticity of the function \(\log (A_x(x))\).

Similarly, Eq. (37) in [5] should read

$$\begin{aligned}&\varphi ^{(2)}_x(x) = \nonumber \\&\quad \left\{ \begin{array}{l} \displaystyle \exp \left( \frac{1}{2i\pi } \int _{\mathcal {C}_x} \frac{\log (\mathcal {A}_x(z))}{z-x}k_x(x,z)dz \right) , \text{ for } x \in \overline{D_x},\\ \displaystyle \mathcal {A}_x(x)\exp \left( \frac{1}{2i\pi } \int _{\partial D_x} \frac{\log (\mathcal {A}_x(z))}{z-x}k_x(x,z)dz\right) , \text{ for } x \in \overline{D_x}^c\cap \mathcal {V}_x\cap D(0,x_3). \end{array}\right. \end{aligned}$$
(4)

Eq. (35) is erroneous.

The function \(P(x,0)\) is eventually given by

$$\begin{aligned} P(x,0)&= \frac{R_x}{x-x^*} + B_x(x)+ \frac{\varphi _x(x)}{2i\pi }\int _{\partial D_x} \frac{B_x(z)-B_x(x)}{\phi ^i_x(z)(z-x)}k_x(x,y)dz\nonumber \\&-P(0,0) +K_x\varphi _x(x), \end{aligned}$$
(5)

where

$$\begin{aligned} \varphi _x(x)=\left\{ \begin{array}{ll} \varphi ^{(1)}_x(x), &{}\quad \hbox {when}\,p \le p^*, \\ \varphi ^{(2)}_x(x), &{}\quad \hbox {when}\,p >p^*, \end{array}\right. \end{aligned}$$
(6)

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])

$$\begin{aligned} \gamma _y(y) = \frac{yk_y\left( \frac{\eta }{1+p}\right) -(1+p)\eta k_y\left( \frac{y}{1+p}\right) }{yk_y\left( \frac{\eta }{1+p}\right) +(1+p)\eta k_y\left( \frac{y}{1+p}\right) }, \end{aligned}$$

where

$$\begin{aligned} k_y(y)=(\alpha -y)\sqrt{\frac{1-p}{1+p} -(1-p)^2 \alpha ^2y} \end{aligned}$$

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

$$\begin{aligned} \phi _y(y) = \exp \left( \frac{1}{2i\pi }\int _{\partial D_y} \frac{\log \left( A_y(z) \right) }{z-y} k_y(y,z)dz \right) , \end{aligned}$$
(7)

where the kernel \(k_y(y,z)\) is defined by

$$\begin{aligned} k_y(y,z) = \frac{(z-y)\gamma '_y(z)}{\gamma _y(z)-\gamma _y(y)}. \end{aligned}$$

The interior limit of \(\phi _y(y)\) on the contour \(\partial D_y\) is defined by

$$\begin{aligned} \phi _y^{(i)}(y) = \exp \left( \frac{1}{2}\log (A_y(y)) + \frac{1}{2i\pi }\oint _{\partial D_y} \frac{\log \left( A_y(z) \right) }{z-y} k_y(y,z)dz \right) . \end{aligned}$$
(8)

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

$$\begin{aligned} \varphi _y(y) = \left\{ \begin{array}{ll} \phi _y(y), &{}\quad \mathrm{if}\,y\in D_y, \\ \displaystyle A_y(y)\phi _y(y), &{}\quad \mathrm{if}\, y\notin D_y, \end{array}\right. \end{aligned}$$
(9)

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

$$\begin{aligned} P(0,y)&= \frac{R_y}{y-y^{**}} -P(0,0) +B_y(y) + \frac{\varphi _y(y)}{2i\pi }\int _{\partial D_y} \frac{B_y(z)-B_y(y)}{\phi ^i_y(z)(z-y)}k_y(z,y)dz \nonumber \\&+\,K_y \varphi _y(y), \end{aligned}$$
(10)

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.