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Paper detail

Tail asymptotics for a random sign Lindley recursion

We investigate the tail behaviour of the steady state distribution of a stochastic recursion that generalises Lindley's recursion. This recursion arises in queuing systems with dependent interarrival and service times, and includes alternating service systems and carousel storage systems as special cases. We obtain precise tail asymptotics in three qualitatively different cases, and compare these with existing results for Lindley's recursion and for alternating service systems.

preprint2014arXivOpen access
Maria VlasiouZbigniew Palmowski
math.PRmath.STStatistics Theory
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Maria VlasiouZbigniew Palmowski

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