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A new approach to the Lindley recursion

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Publication:1359719
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DOI10.1016/S0167-7152(96)00029-6zbMath0882.60014OpenAlexW1982634296MaRDI QIDQ1359719

Wolfgang Stadje

Publication date: 6 July 1997

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(96)00029-6


zbMATH Keywords

discrete-time queueinteger-valued random variablesLindley recursion


Mathematics Subject Classification ID

Probability distributions: general theory (60E05)


Related Items (6)

Improving routing decisions in parallel non-observable queues ⋮ Spitzer's identity for discrete random walks ⋮ Convex saturated particle filter ⋮ Relaxation time for the discrete \(D/G/1\) queue ⋮ An iterative approximation procedure for the distribution of the maximum of a random walk ⋮ FIRST-PASSAGE TIMES FOR SOME LINDLEY PROCESSES IN CONTINUOUS TIME



Cites Work

  • Sequential analysis. Tests and confidence intervals
  • Approximating the stationary waiting time distribution function of GI/GI/1-queues with arithmetic interarrival time and service time distribution function
  • A Combinatorial Lemma and Its Application to Probability Theory
  • An Elementary Solution of the Queuing System G/G/1
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