SOME RESULTS FOR SKIP-FREE RANDOM WALK
SOME RESULTS FOR SKIP-FREE RANDOM WALK
复制标题
无跳过随机游走的一些结果
DOI：
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发表时间：
2010
期刊：
影响因子：
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通讯作者：
S. Ross
中科院分区：
文献类型：
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作者：
Mark Brown;E. Peköz;S. Ross
向左无跳跃的随机游走一次只能向下移动一个级别，但可以向上跳过几个级别。这种随机游走在应用概率的许多地方都有突出的特点，包括排队论和分支过程理论。本文利用这类随机游动的特殊结构，得到了一些在一般情况下更困难的结果的简化推导。虽然本文中的一些结果已经出现在其他地方，但我们的证明方法是不同的。
A random walk that is skip-free to the left can only move down one level at a time but can skip up several levels. Such random walk features prominently in many places in applied probability including queuing theory and the theory of branching processes. This article exploits the special structure in this class of random walk to obtain a number of simplified derivations for results that are much more difficult in general cases. Although some of the results in this article have appeared elsewhere, our proof approach is different.