On a modified version of the Lindley recursion (Q6195494): Difference between revisions

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+On queues with service and interarrival times depending on waiting times
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+On a class of reflected AR(1) processes
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+Normal rank
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+On two classes of reflected autoregressive processes
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+A multiplicative version of the Lindley recursion
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+Normal rank
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+The stochastic equation <i>Y<sub>n</sub></i><sub>+1</sub>=<i>A<sub>n</sub>Y<sub>n</sub> + B<sub>n</sub></i> with stationary coefficients
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+Q4101237
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+Normal rank
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+Q3938929
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+Normal rank
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+Simulating perpetuities
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+Normal rank
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+The stochastic equation <i>Y</i><sub><i>t</i>+1</sub> = <i>A</i><sub><i>t</i></sub><i>Y</i><sub><i>t</i></sub> + <i>B</i><sub><i>t</i></sub> with non-stationary coefficients
+Normal rank
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+Random difference equations and renewal theory for products of random matrices
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+On a stochastic difference equation and a representation of non–negative infinitely divisible random variables
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+Queues with service times and interarrival times depending linearly and randomly upon waiting times
+Normal rank