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Volumn 10, Issue 1, 1996, Pages 1-20

Monotone stochastic recursions and their duals

Author keywords

[No Author keywords available]

Indexed keywords

MARKOV PROCESSES; REGRESSION ANALYSIS;

EID: 0030557457     PISSN: 02699648     EISSN: None     Source Type: Journal    
DOI: 10.1017/s0269964800004137     Document Type: Article
Times cited : (40)

References (28)
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    • (1982) Bell System Technical Journal , vol.61 , pp. 1871-1894
    • Anick, D.1    Mitra, D.2    Sondhi, M.M.3
  • 3
    • 0002358559 scopus 로고
    • Stationary distributions for fluid flow models with or without Brownian noise
    • Asmussen, S. (1995). Stationary distributions for fluid flow models with or without Brownian noise. Stochastic Models 11: 21-49.
    • (1995) Stochastic Models , vol.11 , pp. 21-49
    • Asmussen, S.1
  • 6
    • 0000707037 scopus 로고
    • Complexity properties of steady-state rare events simulation in queueing models
    • J. Dhashalow (ed.), Boca Raton, FL: CRC Press
    • Asmussen, S. & Rubinstein, R. (1995). Complexity properties of steady-state rare events simulation in queueing models. In J. Dhashalow (ed.), Frontiers in queiteing. Boca Raton, FL: CRC Press, pp. 429-462.
    • (1995) Frontiers in Queiteing , pp. 429-462
    • Asmussen, S.1    Rubinstein, R.2
  • 10
    • 0002541914 scopus 로고
    • Stochastically recursive sequences and their generalizations
    • Borovkov, A.A. & Foss, S.G. (1992). Stochastically recursive sequences and their generalizations. Sib. Advances in Mathematics 2: 16-81.
    • (1992) Sib. Advances in Mathematics , vol.2 , pp. 16-81
    • Borovkov, A.A.1    Foss, S.G.2
  • 11
    • 0000221467 scopus 로고
    • Two ergodicity criteria for stochastically recursive sequences
    • Borovkov, A.A. & Foss, S.G. (1994). Two ergodicity criteria for stochastically recursive sequences. Acta Applicandae Mathematicae 34: 125-134.
    • (1994) Acta Applicandae Mathematicae , vol.34 , pp. 125-134
    • Borovkov, A.A.1    Foss, S.G.2
  • 13
    • 0040270957 scopus 로고
    • A sample path proof of the duality for stochastically monotone Markov processes
    • Clifford, P. & Sudbury, A. (1985). A sample path proof of the duality for stochastically monotone Markov processes. Annals of Probability 13: 558-565.
    • (1985) Annals of Probability , vol.13 , pp. 558-565
    • Clifford, P.1    Sudbury, A.2
  • 19
    • 84959708559 scopus 로고
    • The stability of a queue with non-independent inter-arrival and service times
    • Loynes, R. (1962). The stability of a queue with non-independent inter-arrival and service times. Proceedings of the Cambridge Philosophical Society 58: 497-520.
    • (1962) Proceedings of the Cambridge Philosophical Society , vol.58 , pp. 497-520
    • Loynes, R.1
  • 22
    • 0001417130 scopus 로고
    • On the ruin problem of collective risk theory
    • Prabhu, N.U. (1961). On the ruin problem of collective risk theory. Annals of Mathematical Statistics 32: 757-764.
    • (1961) Annals of Mathematical Statistics , vol.32 , pp. 757-764
    • Prabhu, N.U.1
  • 23
    • 0000860220 scopus 로고
    • Fluid models in queueing theory and Wiener-Hopf factorisation of Markov chains
    • Rogers, C.L.G. (1994). Fluid models in queueing theory and Wiener-Hopf factorisation of Markov chains. Annals of Applied Probability 4: 390-413.
    • (1994) Annals of Applied Probability , vol.4 , pp. 390-413
    • Rogers, C.L.G.1
  • 25
    • 0342706669 scopus 로고
    • Risk theory acid the single server queue
    • Seal, H.L. (1972). Risk theory acid the single server queue. Mitt. Verein Schweiz. Versich. Math. 72: 171-178.
    • (1972) Mitt. Verein Schweiz. Versich. Math. , vol.72 , pp. 171-178
    • Seal, H.L.1
  • 26
    • 0001439918 scopus 로고
    • The equivalence of and reflecting barrier problems for stochastically monotone Markov processes
    • Siegmund, D. (1976). The equivalence of and reflecting barrier problems for stochastically monotone Markov processes. Annals of Probability 4: 914-924.
    • (1976) Annals of Probability , vol.4 , pp. 914-924
    • Siegmund, D.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.