A generalized backward scheme for solving nonmonotonic stochastic recursions

DOI10.1214/14-AAP1004zbMath1318.60038arXiv1009.1235OpenAlexW1969364317MaRDI QIDQ2341625

Pascal Moyal

Publication date: 27 April 2015

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1009.1235

zbMATH Keywords

stationary solutionsergodic theoryqueueing theorystochastic recursionsenriched probability space

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Queueing theory (aspects of probability theory) (60K25) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Random dynamical systems (37H99)

Related Items (3)

On the stability of a class of non-monotonic systems of parallel queues ⋮ Existence and uniqueness of a stationary and ergodic solution to stochastic recurrence equations via Matkowski’s FPT ⋮ Coupling in the queue with impatience: case of several servers

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