A method for solving a class of recursive stochastic equations

DOI10.1007/BF00531819MaRDI QIDQ3917266zbMATH OpenFDO

Authors B. Lisek

Publication date 1982

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF00531819

zbMATH Keywords

existence and uniquenessrecursive stochastic equationsstationary solution

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Random operators and equations (aspects of stochastic analysis) (60H25)

Cites work

• Construction of stationary state distributions for loss systems
• Existence, Uniqueness and Continuity of Stationary Distributions for Queueing Systems without Delay
• scientific article; zbMATH DE number 3731107 (Why is no real title available?)
• scientific article; zbMATH DE number 3604146 (Why is no real title available?)
• scientific article; zbMATH DE number 3322728 (Why is no real title available?)
• On Wald's identity for dependent variables

Cited in

(11)

• On stationary queue length distributions for G/M/s/r queues
• Two ergodicity criteria for stochastically recursive sequences
• Coupling in the queue with impatience: case of several servers
• A generalized backward scheme for solving nonmonotonic stochastic recursions
• On finiteness and continuity of shot noise processes
• On Wald's identity for dependent variables
• On the stability of a class of non-monotonic systems of parallel queues
• Perfect sampling of stochastic matching models with reneging
• On stationary Markov chains and independent random variables
• Mathematical theory of queueing networks
• Queues with service times and interarrival times depending linearly and randomly upon waiting times

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