On a class of reflected AR(1) processes
From MaRDI portal
Publication:2836233
DOI10.1017/jpr.2016.42zbMath1351.60121OpenAlexW1715113102MaRDI QIDQ2836233
Josh Reed, Onno J. Boxma, M. R. H. Mandjes
Publication date: 9 December 2016
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/jpr.2016.42
Discrete-time Markov processes on general state spaces (60J05) Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22)
Related Items (8)
A dual risk model with additive and proportional gains: ruin probability and dividends ⋮ On a modified version of the Lindley recursion ⋮ On two classes of reflected autoregressive processes ⋮ Non-standard limits for a family of autoregressive stochastic sequences ⋮ A multiplicative version of the Lindley recursion ⋮ Functional equations with multiple recursive terms ⋮ Queueing and risk models with dependencies ⋮ Affine Storage and Insurance Risk Models
This page was built for publication: On a class of reflected AR(1) processes
