Bounds for a class of stochastic recursive equations

MaRDI QIDQ1974582zbMATH OpenFDO

Authors Zhen Liu, Don Towsley, Philippe Nain

Publication date 7 May 2000

Published in Mathematical Methods of Operations Research (Search for Journal in Brave)

zbMATH Keywords

exponential boundsgeneral state space Markov chainqueues

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22)

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(5)

• An iterative approximation procedure for the distribution of the maximum of a random walk
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