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arxiv: 1611.02407 · v2 · pith:KFBQ7PAMnew · submitted 2016-11-08 · 🧮 math.PR

Simple error bounds for the QBD approximation of a special class of two dimensional reflecting random walks

classification 🧮 math.PR
keywords approximationboundsclassd-rrwsrandomreflectingsimplespecial
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This paper considers the QBD approximation of a special class of two-dimensional reflecting random walks (2D-RRWs). A typical example of the 2D-RRWs is a two-node Jackson network with cooperative servers. The main contribution of this paper is to provide simple upper bounds for the relative absolute difference between the time-averaged functionals of the original 2D-RRW and its QBD approximation.

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