Tail Asymptotics for a Random Sign Lindley Recursion

DOI10.1239/jap/1269610817zbMath1186.60023arXiv0808.3495OpenAlexW2107404397MaRDI 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

zbMATH Keywords

subexponential distributionstochastic recursionsharp asymptoticsCramér conditionsintermediate tail

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Large deviations (60F10)

Related Items (1)

A Lévy input model with additional state-dependent services

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