Analysis of exact tail asymptotics for singular random walks in the quarter plane |
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Authors: | Hui Li Javad Tavakoli Yiqiang Q Zhao |
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Institution: | 1. Department of Mathematics, Mount Saint Vincent University, Halifax, B3M 2J6, NS, Canada 2. Department of Mathematics and Statistics, University of British Columbia Okanagan, Kelowna, V1V 1V7, BC, Canada 3. School of Mathematics and Statistics, Carleton University, Ottawa, K1S 5B6, ON, Canada
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Abstract: | In this paper, we consider all singular cases of random walks in the quarter plane. Specifically, exact light tail asymptotics for stationary probabilities are obtained for all singular random walks. |
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