Bounds for a class of stochastic recursive equations

In this note we develop a framework for computing upper and lower bounds of an exponential form for a class of stochastic recursive equations with uniformly recurrent Markov modulated inputs. These bounds generalize Kingman's bounds for queues with renewal inputs. Copyright Springer-Verlag Berlin Heidelberg 1999

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Year of publication:	1999
Authors:	Liu, Zhen ; Nain, Philippe ; Towsley, Don
Published in:	Computational Statistics. - Springer. - Vol. 49.1999, 2, p. 325-333
Publisher:	Springer
Subject:	Queues \| exponential bounds \| general state space Markov chain

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10010847563