On recurrence of the multidimensional Lindley process

DOI10.1214/18-ECP106zbMath1390.60167arXiv1707.01714OpenAlexW2963906496MaRDI QIDQ1748551

Wojciech Cygan, Judith Kloas

Publication date: 11 May 2018

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1707.01714

zbMATH Keywords

random walkstable processlocal contractivityladder epochLindley process

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Queueing theory (aspects of probability theory) (60K25) Stable stochastic processes (60G52)

Related Items (2)

Multidimensional random walk with reflections ⋮ Recurrence of two-dimensional queueing processes, and random walk exit times from the quadrant

Cites Work

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