Abstract
In this paper we study the Lindley-type equation $W=\max\{0, B - A - W\}$. Its main characteristic is that it is a non-increasing monotone function in its main argument $W$. Our main goal is to derive a closed-form expression of the steady-state distribution of $W$. In general this is not possible, so we shall state a sufficient condition that allows us to do so. We also examine stability issues, derive the tail behaviour of $W$, and briefly discuss how one can iteratively solve this equation by using a contraction mapping.
| Original language | English |
|---|---|
| Pages (from-to) | 41-52 |
| Journal | Queueing systems |
| Volume | 56 |
| Issue number | 1 |
| DOIs | |
| Publication status | Published - 2007 |
| Externally published | Yes |
Keywords
- math.PR
- 60K25
Fingerprint
Dive into the research topics of 'A non-increasing Lindley-type equation'. Together they form a unique fingerprint.Cite this
- APA
- Author
- BIBTEX
- Harvard
- Standard
- RIS
- Vancouver