A multiplicative version of the Lindley recursion

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

zbMATH Keywords

Laplace transformautoregressive modelsLindley recursionWiener-Hopf boundary value problem

Mathematics Subject Classification ID

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

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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

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