Product-form characterization for a two-dimensional reflecting random walk |
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Authors: | Guy Latouche Masakiyo Miyazawa |
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Institution: | 1. Université Libre de Bruxelles, Brussels, Belgium 2. Tokyo University of Science, Noda, Japan
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Abstract: | We consider a two-dimensional skip-free reflecting random walk on the non-negative integers, which is referred to as a 2-d reflecting random walk. We give necessary and sufficient conditions for the stationary distribution to have a product-form. We also derive simpler sufficient conditions for the product-form for a restricted class of 2-d reflecting random walks. We apply these results and obtain a product-form approximation of the stationary distribution through a suitable modification of the parameters of the random walk. |
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