A method for solving a class of recursive stochastic equations

DOI10.1007/BF00531819zbMath0465.60060MaRDI QIDQ3917266

B. Lisek

Publication date: 1982

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

existence and uniquenessstationary solutionrecursive stochastic equations

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Random operators and equations (aspects of stochastic analysis) (60H25)

Related Items

On finiteness and continuity of shot noise processes, On stationary queue length distributions for G/M/s/r queues, On stationary Markov chains and independent random variables, Mathematical theory of queueing networks, Queues with service times and interarrival times depending linearly and randomly upon waiting times, On the stability of a class of non-monotonic systems of parallel queues, Coupling in the queue with impatience: case of several servers, On Wald's identity for dependent variables, A generalized backward scheme for solving nonmonotonic stochastic recursions, Two ergodicity criteria for stochastically recursive sequences

Cites Work

• Existence, Uniqueness and Continuity of Stationary Distributions for Queueing Systems without Delay
• Construction of stationary state distributions for loss systems
• On Wald's identity for dependent variables
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