KhintchinePollaczek formula for random walks whose steps have one geometric tail
We derive a KhinchinePollaczek 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 isnstability for microtubules is given.
khintchinepollaczek formula geometric tails tandem queue microtubules ladder heights dynamic instability 60b05 28c20