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| Author: | Fryer, M. J. Winsten, C. B. |
| Title: | An algorithm to compute the equilibrium distribution of a one-dimensional bounded random walk. |
| Journal: | Operations Research
1986 : MAY-JUNE, VOL. 34:3, p. 449-454 |
| Index terms: | RANDOM WALKS |
| Language: | eng |
| Abstract: | An algorithm is presented that is suitable for finding the equilibrium distribution of a one-dimensional random walk in the presence of one or more boundaries. The method involves the evaluation of a "reduced" difference equation whose coefficients are found to have the very useful property of being insensitive to small changes in the parameters of the random walk and to rounding errors in the computation. Problems that can be modelled by these more general random walks include multiperiod traffic-light cycles in which the boundary conditions are quite complex,waiting time distributions for some queueing systems etc. |
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