Exact solution to a Lindley-type equation on a bounded support

DOI10.1016/J.ORL.2005.12.004MaRDI QIDQ2643826zbMATH OpenOpenAlexFDO

Authors M. Vlasiou, Ivo Adan

Publication date 27 August 2007

Published in Operations Research Letters (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1404.5532

zbMATH Keywords

alternating servicecontraction mappinglinear differential equationpolynomial distribution

Mathematics Subject Classification ID

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

Abstract: We derive the limiting waiting-time distribution $F_W$ of a model described by the Lindley-type equation $W=max0,B-A-W$, where $B$ has a polynomial distribution. This exact solution is applied to derive approximations of $F_W$ when $B$ is generally distributed on a finite support. We provide error bounds for these approximations.

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Cited in

(9)

• Higher-order Lindley equations
• Lindley-type equations in the branching random walk
• A two-station queue with dependent preparation and service times
• On queues with service and interarrival times depending on waiting times
• A non-increasing Lindley-type equation
• Tail asymptotics for a random sign Lindley recursion
• Time-Dependent Behaviour of an Alternating Service Queue
• A Lévy input model with additional state-dependent services
• A survey on performance analysis of warehouse carousel systems

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