Large deviations for a random sign Lindley recursion

M. Vlasiou, Z.B. Palmowski

Research output: Book/ReportReportAcademic

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Abstract

We investigate the tail behaviour of the steady state distribution of a stochastic recursion that generalises Lindley's recursion. This recursion arises in queuing systems with dependent interarrival and service times, and includes alternating service systems and carousel storage systems as special cases. We obtain precise tail asymptotics in three qualitatively different cases, and compare these with existing results for Lindley's recursion and for alternating service systems.
Original languageEnglish
Place of PublicationEindhoven
PublisherEurandom
Number of pages13
Publication statusPublished - 2009

Publication series

NameReport Eurandom
Volume2009003
ISSN (Print)1389-2355

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    Vlasiou, M., & Palmowski, Z. B. (2009). Large deviations for a random sign Lindley recursion. (Report Eurandom; Vol. 2009003). Eurandom.