Large deviations for a random sign Lindley recursion

M. Vlasiou, Z.B. Palmowski

Onderzoeksoutput: Boek/rapportRapportAcademic

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Samenvatting

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.
Originele taal-2Engels
Plaats van productieEindhoven
UitgeverijEurandom
Aantal pagina's13
StatusGepubliceerd - 2009

Publicatie series

NaamReport Eurandom
Volume2009003
ISSN van geprinte versie1389-2355

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  • Citeer dit

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