A new approach to the Lindley recursion
Autor(en): | Stadje, W | Stichwörter: | discrete-time queue; integer-valued random variables; Lindley recursion; Mathematics; Statistics & Probability | Erscheinungsdatum: | 1997 | Herausgeber: | ELSEVIER SCIENCE BV | Enthalten in: | STATISTICS & PROBABILITY LETTERS | Band: | 31 | Ausgabe: | 3 | Startseite: | 169 | Seitenende: | 175 | Zusammenfassung: | We consider the standard Lindley recursion for integer-valued random variables. A new method for determining the corresponding distributions is presented which in the case when the involved random variables are bounded from below, say by -K, K is an element of N, reduces to the solution of a (K x K)-system of linear equations. The stationary distribution is also obtained by this approach. |
ISSN: | 01677152 | DOI: | 10.1016/S0167-7152(96)00029-6 |
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geprüft am 07.06.2024