Analysis of random walks with an absorbing barrier and chemical rule
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摘要
Recently Tarabia and El-Baz [A.M.K. Tarabia, A.H. El-Baz, Transient solution of a random walk with chemical rule, Physica A 382 (2007) 430–438] have obtained the transient distribution for an infinite random walk moving on the integers −∞0. In random walk terminology, the busy period concerns the first passage time to zero. This relation of these walks to queuing problems is pointed out and the distributions of the queue length in the system and the first passage time (busy period) are derived. As special cases of our result, the Conolly et al. [B.W. Conolly, P.R. Parthasarathy, S. Dharmaraja, A chemical queue, Math. Sci. 22 (1997) 83–91] solution and the probability density function (PDF) of the busy period for the M/M/1/∞ queue are easily obtained. Finally, numerical values are given to illustrate the efficiency and effectiveness of the proposed approach.
论文关键词:60K25,60J85,Chemical queue,Busy period,Continuous random walk,First passage time,Differential difference-equations
论文评审过程:Received 28 September 2007, Revised 28 May 2008, Available online 3 September 2008.