Tail Asymptotics for a Random Sign Lindley Recursion
From MaRDI portal
Publication:3550989
DOI10.1239/jap/1269610817zbMath1186.60023arXiv0808.3495MaRDI QIDQ3550989
Zbigniew Palmowski, Maria Vlasiou
Publication date: 8 April 2010
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0808.3495
subexponential distribution; stochastic recursion; sharp asymptotics; Cramér conditions; intermediate tail
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A note on Veraverbeke's theorem
- Implicit renewal theory and tails of solutions of random equations
- Queues with service times and interarrival times depending linearly and randomly upon waiting times
- Convolution tails, product tails and domains of attraction
- Asymptotic behaviour of Wiener-Hopf factors of a random walk
- The maximum on a random time interval of a random walk with long-tailed increments and negative drift.
- On distribution tail of the maximum of a random walk
- On queues with service and interarrival times depending on waiting times
- A non-increasing Lindley-type equation
- Exact solution to a Lindley-type equation on a bounded support
- AN ALTERNATING SERVICE PROBLEM
- Carousel system performance
- A Lindley-type equation arising from a carousel problem
- Applied Probability and Queues
- Some asymptotic results for transient random walks
- On a Theorem of Breiman and a Class of Random Difference Equations
