On a class of reflected AR(1) processes

DOI10.1017/JPR.2016.42zbMATH Open1351.60121OpenAlexW1715113102MaRDI QIDQ2836233FDOQ2836233

Authors Josh Reed, Onno Boxma, M. R. H. Mandjes 

Publication date 9 December 2016

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/jpr.2016.42

zbMATH Keywords

queueingscaling limitreflected process

Mathematics Subject Classification ID

Queues and service in operations research (90B22) Queueing theory (aspects of probability theory) (60K25) Discrete-time Markov processes on general state spaces (60J05)

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Cited In (11)

• On the Structure and Estimation of Reflection Positive Processes
• A dual risk model with additive and proportional gains: ruin probability and dividends
• A multiplicative version of the Lindley recursion
• Non-standard limits for a family of autoregressive stochastic sequences
• On two classes of reflected autoregressive processes
• Some reflected autoregressive processes with dependencies
• On a modified version of the Lindley recursion
• Queueing and risk models with dependencies
• Functional equations with multiple recursive terms
• Affine storage and insurance risk models
• On the symmetric bilateral AR processes

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