The compensation approach for walks with small steps in the quarter plane

This paper is the first application of the compensation approach to counting problems. We discuss how this method can be applied to a general class of walks in the quarter plane $Z_{+}^{2}$ with a step set that is a subset of $\{(-1,1),(-1,0),(-1,-1),(0,-1),(1,-1)\}$ in the interior of $Z_{+}^{2}$. We derive an explicit expression for the counting generating function, which turns out to be meromorphic and nonholonomic, can be easily inverted, and can be used to obtain asymptotic expressions for the counting coefficients.Comment: 22 pages, 5 figure

New steps in walks with small steps in the quarter plane

In this article we obtain new expressions for the generating functions counting (non-singular) walks with small steps in the quarter plane. Those are given in terms of infinite series, while in the literature, the standard expressions use solutions to boundary value problems. We illustrate our results with three examples (an algebraic case, a transcendental D-finite case, and an infinite group model).Comment: 47 pages, 8 figures, to appear in Annals of Combinatoric

Counting walks in a quadrant: a unified approach via boundary value problems

The aim of this article is to introduce a unified method to obtain explicit integral representations of the trivariate generating function counting the walks with small steps which are confined to a quarter plane. For many models, this yields for the first time an explicit expression of the counting generating function. Moreover, the nature of the integrand of the integral formulations is shown to be directly dependent on the finiteness of a naturally attached group of birational transformations as well as on the sign of the covariance of the walkComment: 28 pages; 6 figure

Power series approximations for two-class generalized processor sharing systems

We develop power series approximations for a discrete-time queueing system with two parallel queues and one processor. If both queues are nonempty, a customer of queue 1 is served with probability beta, and a customer of queue 2 is served with probability 1-beta. If one of the queues is empty, a customer of the other queue is served with probability 1. We first describe the generating function U(z (1),z (2)) of the stationary queue lengths in terms of a functional equation, and show how to solve this using the theory of boundary value problems. Then, we propose to use the same functional equation to obtain a power series for U(z (1),z (2)) in beta. The first coefficient of this power series corresponds to the priority case beta=0, which allows for an explicit solution. All higher coefficients are expressed in terms of the priority case. Accurate approximations for the mean stationary queue lengths are obtained from combining truncated power series and Pad, approximation

Steady-state analysis of shortest expected delay routing

We consider a queueing system consisting of two non-identical exponential servers, where each server has its own dedicated queue and serves the customers in that queue FCFS. Customers arrive according to a Poisson process and join the queue promising the shortest expected delay, which is a natural and near-optimal policy for systems with non-identical servers. This system can be modeled as an inhomogeneous random walk in the quadrant. By stretching the boundaries of the compensation approach we prove that the equilibrium distribution of this random walk can be expressed as a series of product-forms that can be determined recursively. The resulting series expression is directly amenable for numerical calculations and it also provides insight in the asymptotic behavior of the equilibrium probabilities as one of the state coordinates tends to infinity.Comment: 41 pages, 13 figure

Erlang arrivals joining the shorter queue

We consider a system in which customers join upon arrival the shortest of two single-server queues. The interarrival times between customers are Erlang distributed and the service times of both servers are exponentially distributed. Under these assumptions, this system gives rise to a Markov chain on a multi-layered quarter plane. For this Markov chain we derive the equilibrium distribution using the compensation approach. The obtained expression for the equilibrium distribution matches and re??nes heavy-traffic approximations and tail asymptotics obtained earlier in the literature. Keywords: random walks in the quarter plane, compensation approach, join the shorter queue, tail asymptotic