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May 25, 2016 at 21:01 comment added Elena Yudovina Since FTXX is able to compute this quantity recursively, I'm guessing the question is asking for the probability of visiting the state $(m,n)$ as a function of $m$ and $n$ (as well as $q_A$, $q_B$, $q_C$); presumably $N = m+n$ and the queues are initially empty. It seems easier to think about the difference $m-n$ which is doing a version of a simple random walk, but I don't know of a nice exact expression for the distribution of a random walk whose transition probabilities depend on sign. There should be nice exact expressions for asymptotics such as $lim_{N \to \infty} P(m < n)$.
May 25, 2016 at 10:07 comment added Ben Barber What probability do you want to compute? The probability that $Y$'s queue is ever longer than $X$'s, the probability that $Y$'s queue is longer than $X$'s at some given time, or something else? And can you say something about why you are interested in this problem?
May 24, 2016 at 3:07 history asked KevinKim CC BY-SA 3.0