Add to ORKGWe 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
Loynes’ distribution, which characterizes the one dimensional marginal of the stationary solution t...
Consider a random walk in random environment on a supercritical Galton–Watson tree, and let tn be th...
Let X1,¿X2,¿… be independent variables, each having a normal distribution with negative mean -
We investigate the tail behaviour of the steady state distribution of a stochastic recursion that ge...
We investigate the tail behaviour of the steady state distribution of a stochastic recursion that ge...
We investigate the tail behaviour of the steady-state distribution of a stochastic recursion that ge...
This paper presents an analysis of the stochastic recursion Wi+1=[ViWi+Yi]+ that can be interpreted ...
Consider a Lévy process Y(t) over an exponentially distributed time Tβ with mean 1/β. We study the j...
We study sample path large deviations for Lévy processes and random walks with heavy-tailed jump-siz...
Let X be a Levy process with regularly varying Levy measure ν. We obtain sample-path large deviation...
Loynes’ distribution, which characterizes the one dimensional marginal of the stationary solution t...
Consider a random walk in random environment on a supercritical Galton–Watson tree, and let tn be th...
Let X1,¿X2,¿… be independent variables, each having a normal distribution with negative mean -
We investigate the tail behaviour of the steady state distribution of a stochastic recursion that ge...
We investigate the tail behaviour of the steady state distribution of a stochastic recursion that ge...
We investigate the tail behaviour of the steady-state distribution of a stochastic recursion that ge...
This paper presents an analysis of the stochastic recursion Wi+1=[ViWi+Yi]+ that can be interpreted ...
Consider a Lévy process Y(t) over an exponentially distributed time Tβ with mean 1/β. We study the j...
We study sample path large deviations for Lévy processes and random walks with heavy-tailed jump-siz...
Let X be a Levy process with regularly varying Levy measure ν. We obtain sample-path large deviation...
Loynes’ distribution, which characterizes the one dimensional marginal of the stationary solution t...
Consider a random walk in random environment on a supercritical Galton–Watson tree, and let tn be th...
Let X1,¿X2,¿… be independent variables, each having a normal distribution with negative mean -