A multiplicative version of the Lindley recursion
From MaRDI portal
Publication:2052794
DOI10.1007/s11134-021-09698-8zbMath1475.60176arXiv2003.00936OpenAlexW3137473718MaRDI QIDQ2052794
Andreas Löpker, Zbigniew Palmowski, M. R. H. Mandjes, Onno J. Boxma
Publication date: 29 November 2021
Published in: Queueing Systems (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2003.00936
Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22)
Related Items
A dual risk model with additive and proportional gains: ruin probability and dividends ⋮ On a modified version of the Lindley recursion ⋮ Queueing and risk models with dependencies
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Queues with service times and interarrival times depending linearly and randomly upon waiting times
- Random difference equations and renewal theory for products of random matrices
- Higher-order Lindley equations
- Stochastic stability of monotone economies in regenerative environments
- Lindley-type equations in the branching random walk
- Stochastically recursive sequences and their generalizations
- On queues with service and interarrival times depending on waiting times
- The stochastic equation Yt+1 = AtYt + Bt with non-stationary coefficients
- On a class of reflected AR(1) processes
- On a stochastic difference equation and a representation of non–negative infinitely divisible random variables
- On two classes of reflected autoregressive processes
- The stochastic equation Yn+1=AnYn + Bn with stationary coefficients
- Iterated Random Functions
- AN OVERVIEW OF SOME STOCHASTIC STABILITY METHODS(<Special Issue>Network Design, Control and Optimization)
- Stationary Waiting Time in Parallel Queues with Synchronization
- Affine Storage and Insurance Risk Models
- Simulating perpetuities
