A new approach to the Lindley recursion

Wolfgang Stadje

Statistics & Probability Letters, 1997, vol. 31, issue 3, 169-175

Abstract: We consider the standard Lindley recursion for integer-valued random variables. A new method for determining the corresponding distributions is presented which in the case when the involved random variables are bounded from below, say by -K, K [epsilon] K, reduces to the solution of a (K x K)-system of linear equations. The stationary distribution is also obtained by this approach.

Keywords: Lindley; recursion; Integer-valued; random; variables; Discrete-time; queue (search for similar items in EconPapers)
Date: 1997
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Citations: View citations in EconPapers (2)

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