Title of article :
Analysis of random walks with an absorbing barrier and chemical rule
Author/Authors :
A.M.K. Tarabia، نويسنده , , Ahmed M.K.، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2009
Pages :
9
From page :
612
To page :
620
Abstract :
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 − ∞ < k < ∞ of the real line. In this paper, a similar technique is used to derive new elegant explicit expressions for the first passage time and the transient state distributions of a semi-infinite random walk having “chemical” rule and in the presence of an absorbing barrier at state zero. The walker starting initially at any arbitrary positive integer position i , i > 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.
Keywords :
First passage time , Differential difference-equations , Continuous random walk , Busy period , Chemical queue
Journal title :
Journal of Computational and Applied Mathematics
Serial Year :
2009
Journal title :
Journal of Computational and Applied Mathematics
Record number :
1554899
Link To Document :
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