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The infinite valley for a recurrent random walk in random environment

Nina Gantert, Yuval Peres, Zhan Shi (2010)

Annales de l'I.H.P. Probabilités et statistiques

We consider a one-dimensional recurrent random walk in random environment (RWRE). We show that the – suitably centered – empirical distributions of the RWRE converge weakly to a certain limit law which describes the stationary distribution of a random walk in an infinite valley. The construction of the infinite valley goes back to Golosov, see Comm. Math. Phys.92 (1984) 491–506. As a consequence, we show weak convergence for both the maximal local time and the self-intersection local time of the...

The Kendall theorem and its application to the geometric ergodicity of Markov chains

Witold Bednorz (2013)

Applicationes Mathematicae

We give an improved quantitative version of the Kendall theorem. The Kendall theorem states that under mild conditions imposed on a probability distribution on the positive integers (i.e. a probability sequence) one can prove convergence of its renewal sequence. Due to the well-known property (the first entrance last exit decomposition) such results are of interest in the stability theory of time-homogeneous Markov chains. In particular this approach may be used to measure rates of convergence of...

The M/G/1 retrial queue: an information theoretic approach.

Jesús R. Artalejo, María Jesús López Herrero (2005)

SORT

In this paper, we give a survey of the use of information theoretic techniques for the estimation of the main performance characteristics of the M/G/1 retrial queue. We focus on the limiting distribution of the system state, the length of a busy period and the waiting time. Numerical examples are given to illustrate the accuracy of the maximum entropy estimations when they are compared versus the classical solutions.

The M/M/1 queue is Bernoulli

Michael Keane, Neil O'Connell (2008)

Colloquium Mathematicae

The classical output theorem for the M/M/1 queue, due to Burke (1956), states that the departure process from a stationary M/M/1 queue, in equilibrium, has the same law as the arrivals process, that is, it is a Poisson process. We show that the associated measure-preserving transformation is metrically isomorphic to a two-sided Bernoulli shift. We also discuss some extensions of Burke's theorem where it remains an open problem to determine if, or under what conditions, the analogue of this result...

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