Large deviations for a random sign Lindley recursion

Event Details
  • Date/Time:
    • Thursday February 26, 2009
      1:00 pm - 2:00 pm
  • Location: Executive classroom 228 Main
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    $0.00
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Contact
Ton Dieker
ISyE
Contact Ton Dieker
404-385-3140
Summaries

Summary Sentence: Large deviations for a random sign Lindley recursion

Full Summary: Large deviations for a random sign Lindley recursion

TITLE: Large deviations for a random sign Lindley recursion

SPEAKER: Dr. Maria Vlasiou

ABSTRACT:

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 symptotics in three qualitatively different cases, and compare these with existing results for Lindley's recursion and for alternating service systems.

Additional Information

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Groups

H. Milton Stewart School of Industrial and Systems Engineering (ISYE)

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Categories
Seminar/Lecture/Colloquium
Keywords
recursion
Status
  • Created By: Anita Race
  • Workflow Status: Published
  • Created On: Oct 12, 2009 - 4:36pm
  • Last Updated: Oct 7, 2016 - 9:47pm