Some exact results on Lindley process with Laplace jumps

arXiv2310.11879MaRDI QIDQ6455644

Emanuele Lucrezia, Laura Sacerdote, Cristina Zucca

Publication date: 18 October 2023

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Queueing theory (aspects of probability theory) (60K25) Stopping times; optimal stopping problems; gambling theory (60G40)

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