Khintchine-Pollaczek formula for random walks whose steps have one geometric tail
Robert O. Bauer

TL;DR
This paper derives a Khinchine-Pollaczek formula for certain random walks with geometric tail steps, utilizing the memory-less property, and applies it to a microtubule queue model.
Contribution
It introduces a new formula for random walks with geometric tail steps, expanding theoretical understanding and providing a practical example in biological modeling.
Findings
Derived a Khinchine-Pollaczek formula for geometric tail steps
Utilized the memory-less property of geometric distribution
Applied the formula to a microtubule queue model
Abstract
We derive a Khinchine-Pollaczek formula for random walks whose steps have a geometric left tail. The construction rests on the memory-less property of the geometric distribution. An example from a tandem queue modeling dynamic instability in microtubules is given.
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Taxonomy
TopicsStochastic processes and statistical mechanics · Theoretical and Computational Physics · Markov Chains and Monte Carlo Methods
